All critically ill children admitted to a paediatric intensive care unit (PICU) receive drug treatment. However, the majority of these drugs has never been tested in these children, and their safety and efficacy have not been proven. Clinical drug research is therefore required in this patient group. While doing this research we need to balance between the advancement of knowledge - and thereby potential improvements in clinical care - and protection of a vulnerable population against harm and exploitation. The PICU environment and the vulnerable population raise specific ethical challenges and mean that the research should be designed and conducted with care. The ethical challenges are related to 4 areas: a) study design and conduct; b) informed consent from parents and children; c) burden and risk for the child; and d) research or experimental treatment. These challenges and possible solutions will be discussed in this article.