The study presents the experience of a youth participatory action research (YPAR) that was conducted in the summer of 2020 by the research group of 11 researchers: 10, 13–24-year-old Roma youngsters and 1 facilitator. The topics of the research were teenage childbearing and school dropout, but the study focuses on the experiences of the concrete methods used during the research and the methodological and ethical considerations of YPAR. The main methods of participatory action research were online survey, as well as group and individual interviews. Each phase of the research was designed and carried out with the involvement of young researchers. Research demonstrates that the involvement and participation of youth should become part of the way how we think about them, the programs targeting them and for this we need to know their experiences, insights, emotions, fears and desires. Programs should respond in a meaningful way to the specific, local opportunities for secondary education, career opportunities, labour market circumstances and opportunities, and the emotional difficulties of primary and secondary school years.