This paper explores methodological issues relating to research on children’s socio-emotional learning (SEL), mental health and wellbeing in low- and lower-middle-income countries. In particular, it examines the key considerations and challenges that researchers may face and provides practical guidance for generating reliable and valid data on SEL, mental health and wellbeing in diverse settings and different cultural contexts. In so doing, the paper draws on the experience of recent research undertaken in Ethiopia to illustrate some of the issues and how they were addressed. The present study extends earlier 2018-2019 RISE Ethiopia research, expanding its scope to consider further aspects of SEL, mental health and wellbeing in the particular context of COVID-19. In particular, the research highlights that the pandemic has brought to the fore the importance of assessing learning, and learning loss, beyond academic learning alone.