As a corrective for the undervaluing of Small Data approaches in migration research, this chapter discusses the potential of studying migrants’ digital traces qualitatively. More specifically, it foregrounds a critical discussion on the purposes and politics of digital trace data for holistic migration research. In the first instance, we review a range of methodological literature from relevant fields, contributing to mapping methodological principles and ethical practices in collecting and examining migrants’ digital trace data. To connect theory to research practice, we offer behind-the-scenes discussion on gathering migrants’ digital traces from social media platforms and smartphones. Concretely, we present reflective methodological research approaches using media maps during interviews, multi-sited interviews paired with photo-elicitation and photo documentation, and creative and participatory techniques for in-situ network visualization and personal digital archives elicitation. In sum, the chapter sheds critical insights on the diverse, situated, reflexive and ethical considerations in collecting and analysing small and personalised data.