This article is based on a sociological research, combining qualitative interviews and ethnographic observations, undertaken in “radicalization assessment units” in French prisons. We will first summarize the context of negotiating the research agreement, amidst a climate of panic on the part of political authorities who feared terrorist attacks. Then we will describe empirically the way the researchers were particular objects of surveillance on the prison grounds, in a way that was different, in its nature and unusual intensity, than the usual surveillance of other people who come into the prison. Lastly, we will show that this surveillance spreads beyond the prison walls, for example, the researchers were tailed when they left the prison. A reflexive work would explore all the ambiguities of this surveillance—from protection to control—and at the same time consider this surveillance of the researchers not as a contextual element of the study, but an object of the analysis in its own right. In doing so, this case study more broadly examines the methodological challenges of ethnography undertaken in difficult fieldwork together with a grounded theory capable of integrating into the analysis the vicissitudes and uncertainties of the research process itself.