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Evidence on the methods followed by non‐Indigenous researchers for conducting research that involves Indigenous people in Australia is sparse. This paper describes the methodology and steps followed by a non‐Indigenous researcher for engaging with men from an Aboriginal community in rural Victoria in conducting mental health services research. It describes the process adopted to initiate research and build research capacity within an Indigenous community where Indigenous researchers were unavailable and the local communities were ill‐equipped to conduct research themselves. The methodology followed was informed by the values and ethics guidelines of the Australian National Health and Medical Research Council, the decolonising methodology of Linda Tuhiwai Smith as well as methods suggested by other authors. Lessons learnt included providing for a long time frame, which is necessary to develop relationships and trust with individuals and their Communities, adopting a flexible approach and engaging cultural advisers who represent different sections of the Community.