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In South Africa, young men are generally considered to generate many of the risks associated with informal settlement life, yet their own vulnerability in these environments is seldom considered. Seeking insights into male susceptibility in these impoverished urban spaces is methodologically challenging. How does one encourage poor marginalised young men to speak with candour about their insecurities and challenges? The research methods used, while facilitating openness, should also build their confidence as they reflect on the challenges of everyday life. This paper describes the methodological journey undertaken in a study of young Black men living in informal settlements in Cape Town, South Africa, revealing how they perceive their vulnerability in these environments. It demonstrates how a suite of methods gradually developed through trial and error, with the young men themselves assisting in the adaptation of tools, ranging from interviews using adapted participatory methods to non‐prescriptive diary‐writing. Together they delivered deep and penetrating insights into the lives of the young men, and the nature of their vulnerability. [ABSTRACT FROM AUTHOR]