This paper aims to discuss the concept of researcher positionality in the context of religious research from a self-reflective and critical perspective of autoethnography. It discusses the advantages of authors’ insider position in the religious research context resulting from shared linguistic, gender, cultural, religious, and ethnic or geographic markers, and elaborates on how these markers create certain challenges for research objectivity. In doing so, the authors put their own experiences from various research projects in and outside Central Asia under scrutiny. The paper forwards three main arguments. First, it concludes that a researcher’s position is a dynamic state that tends to change with regards to the insider-outsider continuum depending on the individual micro-settings of the field. Access to the field depends on what messages the researcher’s visible markers, such as language, visual characteristics, religious or regional identities, communicate to the outside world and how these messages are interpreted on the recipient side. Second, the researcher does not necessarily have to share the same ethnic and cultural background as the research population to qualify as an «insider.» A researcher who begins the research journey as an outsider may change his or her position during the research process, just as a researcher who is considered an insider may be denied access to certain groups. Third, obtaining insider data also means accessing highly sensitive information, the handling of which requires profound ethical engagement and an informed response on the part of the researcher. Thus, insider, outsider, or changing positional affiliation is neither a blessing nor a curse, but rather an interplay of contested and shifting identities that requires constant reflexivity on the part of researchers.