This paper outlines a classroom activity to help students engage in research methods and lessen anxiety and apprehension commonly associated with research methods courses. The described class activity offers students a shared research experience to promote the skills necessary to understand, conduct and translate research into ethical social science practice. The activity was conducted in a graduate social work programme but is applicable across the social sciences. Content covered includes sampling, research design, ethical considerations, brief evaluation and helping students think critically about ways to improve research methods in order to facilitate competencies necessary for evidence-based practice (EBP). An introduction to the activity, class discussion points including integration throughout the course, and implications for curricula and practice are discussed.