Feminist methodologies are as varied as the individuals who conduct research using a feminist perspective. This article highlights some of the issues pertinent to feminist analyses in sport and exercise psychology. The underlying frameworks feminists employ (methodologies and epistemologies), as well as methodological questions important to feminist researchers, are discussed. Specific epistemologies evident in psychology and sport psychology are reviewed, and underused methods applicable to the sport and exercise context are offered as alternatives to existing methods. Finally, complexities and current tensions evident in feminist methodologies are discussed, and the particular issue of employing quantitative methods from a feminist perspective is debated. Particular attention is paid throughout the article to issues not only of gender but of age, ethnicity, race, and other differences.