Researching gender comes with many challenges. West and Zimmerman have pointed towards the challenge of how 'doing gender' in a research situation as unavoidable. They argue that the researcher always has gender prejudices and perceptions about the interviewees, affecting the research situation before it even begins. Treating gender as an isolated variable creates another challenge, for example, when separating the business sphere from the household sphere. However, public and private spheres are intertwined and gender is not left at the door when moving from one of the loosely bound spheres to the other. The authors challenge what they consider to be 'innocent sampling strategies' in research on gender and entrepreneurship. They evaluate how others feel that sampling should be done. The authors begin with a literature review on sampling and move on to see how this has been carried out in peer-reviewed articles. They also discuss how different ways of sampling in gender and entrepreneurship research could advance theory building.