Conducting research among hard-to-reach populations is a difficult endeavor because some of their characteristics are known to be associated with survey nonresponse and panel attrition. In the case of the Parchemins study, which followed undocumented migrants over their process of regularization and during the first years of regularized life in Geneva, we underscore the difficulties in recruiting and keeping respondents who come from such a hard-to-reach population. Factors hindering their participation include the fear of being denounced as undocumented, missing time due to high workload, health issues, or language problems. Using unique data from the recruitment and the follow-up processes, we demonstrate that investing high resources and time is particularly beneficial to reach such a population and to reduce attrition over successive data collection waves. In addition, we present the strategies adopted to draw a convenient sample from our targeted population, which mainly relies on generating trust.