For social scientists undertaking critical research on elites in organisational contexts securing access is a challenging exercise that may rely on the use of several access strategies over extended periods. This process is further complicated by the existence of research ethics frameworks that establish boundaries to access strategies, posing dilemmas on how to best balance access needs with a commitment to ethical practices. This article focuses on such dilemmas – or the ‘ethics of access’ – through a reflection on PhD fieldwork during 2016-2017 in Luxembourg spent researching the European Investment Bank. The paper will conclude by calling for an overhaul of existing frameworks in order to foster more research on elites.