With multicultural competence, social justice, and methodical diversity which lie at the core of counselling psychology identity, Canadian counselling psychology is well-positioned to conduct cross-cultural research in a non-colonial, socially just manner. In this paper, we will use my own cross-cultural grief research as a means to discuss the challenges and issues that researchers need to navigate in the research process. This includes the assumption of ceteris paribus––all things being equal––that underlies cross-cultural quantitative research. Overall, we argue for critical cross-cultural research that fits with the ethos of Canadian counselling psychology: one that reveals Eurocentric, ethnocentric, and individualistic assumptions in psychology knowledge.