The ethical challenges of conducting research with digital data include ensuring privacy, obtaining informed consent, and addressing potential biases. Researchers must navigate complex regulations surrounding data protection, such as GDPR, to safeguard participants' information. Moreover, the use of algorithms may inadvertently introduce biases that affect research outcomes, leading to ethical dilemmas regarding representation and fairness. Transparency in methodology and the responsible management of digital data are essential to maintain trust and integrity in research practices.