BACKGROUND: Chinese female adolescents engaged in sex trade and substance use are often criminalized and stigmatized. As a result of these cultural, legal and political constraints, ethical concerns can discourage investigators from engaging these adolescents in research. This paper aims to address the ethical tensions between protection and inclusion in conducting sexual and reproductive health (SRH) research with adolescents engaged in high-risk behaviours. Processes of moral reasoning, and examples and practical mechanisms in managing such ethical challenges were presented in the hope of advancing the research ethics policies and practice with adolescents. METHODS: We extracted ethical issues from three previously conducted SRH studies involving 517 Chinese female adolescents. Utilizing the principles of justice, beneficence, and respect for persons as articulated in the Belmont Report as a framework, we thematically summarised the key ethical considerations regarding inclusion and protection, then examine the ethical tensions and solutions within the local context. RESULTS: Findings suggest that the balance between protection and inclusion can be achieved by both considering the evolving decision-making capacity of adolescents as well as the level of risk. A community-based participatory approach shows promise in advancing adolescent engagement and empowerment. Ethically robust approaches contribute to the greater relevance and validity of the findings. CONCLUSIONS: Our studies suggest that it is crucial to achieve adolescents' meaningful involvement in all levels of research and interventions, researchers need to shift their perspectives of the target population from subjects to key stakeholders in design and implementation of research.