In this commentary, we respond to Burnette et al.'s (2021) paper, which gives significant practical recommendations to improve data quality and validity while gathering data via Amazon's Mechanical Turk (MTurk). We argue that it is also important to acknowledge and review the specific ethical issues that might arise when recruiting MTurk workers as participants. We particularly raise three main ethical concerns that need to be addressed when recruiting research participants from participant recruitment platforms: participants’ economic vulnerability, participants’ sensitivity, and power dynamics between participants and researchers. We elaborate on these issues by discussing the ways in which they may appear and be responded to. We conclude that considering the ethical aspects of data collection and the potential impacts of data collection on those involved would complement Burnette et al.'s recommendations. Consequently, data collection processes should be transparent as well, in addition to data screening processes.