Mobile instant messaging (MIM) applications have received increasing attention from social science researchers lately. Despite the high frequency of its use for multiple purposes, research in such environments entails specific ethical challenges, more familiar for researchers from the Global South, where MIMs have become an important part of the media landscape for a decade or so. This article discusses the ethical dilemmas that emerged in two distinct cases where authors were part of the research teams, concluding that current frameworks fall short in the sociotechnical dimension. To address this, we complement the casuistic-heuristic model with an affordances-driven approach, which contemplates the agency of the group members within the interactive processes that take place in digital environments and the possibilities and constraints that platforms' features offer during the research process.