The At Home/Chez Soi project is a pragmatic trial that is intended to test the effectiveness of providing persons who are homeless and mentally ill with housing and support for their mental illnesses. Research undertaken in academic journals and the gray literature about the ethics of conducting pragmatic housing studies with persons who are mentally ill revealed the lack of published knowledge in this area of research ethics. Thus, the At Home/Chez Soi project had to tailor traditional research ethics thinking (...) and tools to best protect its stakeholders. In this article, we outline two of the modifications we made. First, we evaluate the ethical challenges present when participants want to withdraw from a housing study. And second, we describe how adverse events are addressed in our pragmatic trial, and how a specially convened safety committee protects participants and stakeholders. (shrink)