The author reflects on the conditions connected with obtaining data through in-depth interviews. He argues that in studies on the relations of the Romani with non-Romani peoples the issue is particularly sensitive yet seldom considered. In consideration of the social and cultural distance that ordinarily divides the ethnographer and the research subject, and the interpersonal conditions of their encounter, the author calls attention to the deliberate manner in which the researcher’s academic knowledge is engaged in creating empirical ethnographic data. In conclusion, he proposes a research program that would make it possible to define the sense of the “empirical data” category in contemporary anthropology in relation to the majority community and the Romani.