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Collecting information about health and productivity implications of occupational heat exposures directly from workers can have its own challenges but not impossible to accomplish. This is presented based on experiences from prior work in occupational setting-based participatory research with workers. Permissions from industries to conduct research and the initial lack of trust and scepticism from the workers is a major challenge. Lack of mutual understanding between the workers and the researchers’ expectation, lack of understanding of the study objectives both by the untrained interviewer and workers, cognitive limitations and busy schedule of the workers create barriers to reliable and complete data collection. Apart from these, research logistics and procedures such as recruitment, travel and compensation for the research personnel, quality and interpretation of data, including issues of validity and reliability are other challenges. Strategic planning, consultation with employers, ethical and careful development of trust between the researcher, employer and the worker have been key to the success of the field study that requires investment and deployment of time and resources. A well-thought through and validated questionnaire structured with contextual approaches, trained interviewers and conducting cohort studies in the same workplaces have also been successful methods in developing trust for eliciting reliable data from the workers. Collecting less structured data from workers is potentially very productive but requires the anticipation, avoidance, or negotiation of the challenges. Future work is necessary to better understand these challenges across different methods and settings, as well as to test and identify strategies to address them.