In October 2010, Ian Mundell wrote an article for Brussels' European Voice discussing the use of ethnographic methods by academics investigating life inside the EU institutions. Mundell raises some of the issues faced by ethnographers working in elite political settings, as well as their relationship with other members of the European Studies academic community and the challenge of demonstrating the quality and validity of their work. This paper discusses some of the methodological issues which must be negotiated when carrying out ethnographic research in an elite political setting. It focuses on dilemmas faced by those using participant observation and elite interviews and draws on experiences gained during DPhil ethnographic fieldwork carried out inside the European Parliament [EP] in 2010. It firstly discusses the revival of New Institutionalism in political science and the need for ethnographic research of the EP within the current literature. The paper argues that ethnography has much to offer EP scholarship and political science more widely. It then explores some methodological issues typically raised in elite political settings; power relations, access, positionality, insider research, research relationships and ethical dilemmas. It reflects upon them before stressing the importance of reflexivity in ethnographic work and discussing partial truths.