As has recently been highlighted, despite the prevalence of methodological “confessional tales” in ethnography generally, the challenges of undertaking ethnographic research specifically in institutional sport settings remain underexplored. Drawing on data from a three-year ethnographic study of competitive swimming in the United Kingdom (UK), here we explore some of the practical challenges of balancing different elements of the researcher role when undertaking ethnographic “insider” research in familiar settings. In particular, we consider the difficulties of balancing the role of doctoral researcher and the chosen research role of a volunteer coach with a competitive swimming programme. Employing the anthropological concept of liminality, we also analyse the lived challenges of leaving a highly familiar field and entering a state of liminality, where the researcher was caught on the threshold betwixt and between a return to full-time employment in the former “known” role of coach, and a move forward to embrace a new “unknown” role as a full-time member of academic staff.