Young people who self-exclude from school often cite bullying as a central reason; yet there is a paucity of research on this topic. Moreover, there is no participatory research exploring this issue alongside young people. Using participatory research, we worked with Red Balloon Learner Centres, who provide educational/therapeutic support to young people after self-exclusion. In phase one, we worked with staff and young people to co-develop an understanding of bullying and co-design the research methods and analytical framework for the study. In phase two, young people from across the Centres participated in focus groups. This participatory process highlighted how the intentions and realities of this approach often conflict with one another. Reflections therefore include: "Power dynamics": The research team had a wealth of knowledge from lived experiences, to practical knowledge/experiences to academic knowledge. By recognising these contributions, power was perceived as fluid, ever changing as the project developed. "Practicalities of participation": Young people had competing priorities and some chose not to participate. We were respectful of this and worked flexibly to provide participation opportunities. "Partnership working": Building rapport with Red Balloon was essential for sensitively identifying young people interested in the research and encouraging/supporting them throughout their participation. This research adds to literature on the need for flexibility and responding appropriately to experiences when involving young people in sensitive research. It further offers a strong rationale for involving young people in future studies to develop support that better fits the needs of bullied young people to reduce incidences of self-exclusion.