The aim of this article was to provide a quantitative researchers’ perspective on qualitative research applied to sport and exercise psychology. Specifically, we aimed to identify some of the ‘problems’ that researchers adopting a predominantly quantitative, ‘natural science’ approach to psychological phenomena in psychology have with qualitative approaches. In addition, we also identified, as researchers from a predominantly background, the merits of adopting multi-method approach using both quantitative and qualitative methods in psychological research in sport and exercise psychology. We identified four potential ‘problems’ that quantitative researchers have with qualitative research: it is ‘atheoretical’, not sufficiently rigorous, lacks ‘objectivity’ and is not generalisable. We argue that many of these ‘problems’ arise from uninformed prejudice and that many studies in quantitative research are also subject to the perceived ‘problems’ levelled at qualitative research. In conclusion, we provide advocacy for multi-method approaches using qualitative methods to inform quantitative research and provide examples from the psychological literature such as the development of psychometric measures. We also encourage quantitative researchers to examine the potential merits of integrating qualitative approaches in their research to provide a comprehensive explanation of the phenomenon of interest.