Transformative research is a broad and loosely connected family of research disciplines and approaches, with the explicit normative ambition to fundamentally question the status quo, change the dominant structures, and support just sustainability transitions by working collaboratively with society. When engaging in such science-practice collaborations for transformative change in society, researchers experience ethical dilemmas. Amongst others, they must decide, what is worthwhile to be researched, whose reality is privileged, and whose knowledge is included. Yet, current institutionalised ethical standards, which largely follow the tradition of medical ethics, are insufficient to guide transformative researchers in navigating such dilemmas. In addressing this vacuum, the research community has started to develop peer guidance on what constitutes morally good behaviour. These formal and informal guidelines offer a repertoire to explain and justify positions and decisions. However, they are only helpful when they have become a part of researchers’ practical knowledge ‘in situ’. By focusing on situated research practices, the article addresses the need to develop an attitude of leaning into the uncertainty around what morally good behaviour constitutes. It also highlights the significance of combining this attitude with a critical reflexive practice both individually and collaboratively for answering questions around ‘how to’ as well as ‘what is the right thing to do’. Using a collaborative autoethnographic approach, the authors of this paper share their own ethical dilemmas in doing transformative research, discuss those, and relate them to a practical heuristic encompassing axiological, ontological, and epistemological considerations. The aim is to support building practical wisdom for the broader research community about how to navigate ethical questions arising in transformative research practice.