This chapter presents author reflections on some challenges that he encountered in conducting educational research using Western methodology in the Asian context of Bangladesh. It discusses the challenges in collecting research data in the context of Bangladesh, when following Western research approaches. There is a paucity of context-specific information regarding such challenges, but Chen's call for Asia as method, provides important insights into our reflections. The challenges included difficulties in getting permission from key authorities, recruiting intended participants, using survey questionnaires and minimizing power relations. The chapter describes the educational research context in Bangladesh, which is followed by a discussion of the specific challenges that author faced in the research field. However, in the current political context, Middle Eastern people do not consider themselves as Asian, whereas Australia wants to be considered part of Asia. The chapter suggest a close relationship with cultural colonial heritage and the influence of contemporary international politics.