Participatory action research (PAR) is alluring for researchers investigating traumatic and sensitive topics. While it is distressing for interviewees to recount these stories - and for researchers to hear them - PAR promises to make the pain worthwhile. Something good will come of it. In this paper, I reflect on a PAR project conducted with Tanzanian child domestic workers. Research vignettes are used to highlight moments of emotional complexity unique to PAR projects. First, the emotional burdens of PAR are distributed across a research team. Researchers need to think carefully about the appropriate 'level' of participation to pursue. Second, there is no guarantee that the impacts of PAR projects will be unambiguously positive. The risk of doing more harm than good can weigh heavily on the minds of the research team. Third, when PAR projects are conceived with the intent of producing long-lasting structural changes that benefit marginalised people, 'failure' can become a source of great distress. Those attempting PAR need to be prepared for the emotional pitfalls of research endeavours that seek to tangibly intervene in traumatised people's lives.