The International Labour Organization estimated that annually, there are 2.3 million deaths resulting from occupational accidents and work-related illnesses worldwide. In 2015, a team of researchers from Malaysia, Thailand, Vietnam, and Indonesia conducted a multinational study assessing the quality of life and occupational health and safety of small and medium enterprise workers in the researchers' countries. This case study presents our experiences in conducting a multinational research, the challenges faced, and the strategies adopted to overcome the challenges. Among the challenges were physical distance, language and culture barriers, generalization of findings, discrepancies in research skills between countries, writing and authorship of papers, selection of team members, research funding, ethical approval, and sample selection. Strategies adopted to overcome the challenges included having continuous in-person meeting among all the researchers, collaboration and teamwork in assisting each other in terms of language and understanding one's culture, provision of research training to increase research competency, lending a hand to researchers who did not have adequate research skills such as statistical analysis and writing, application for additional research grants to fund the study without having to rely on a single grant, adherence to the Helsinki Declaration of Human Rights when ethical approval cannot be obtained due to absence of ethics committee, standardization of the definition of small and medium enterprise industry, and having agreed-upon guidelines on selecting the target industries for all participating countries. We hope that future researchers can benefit from our experiences and lessons learned when conducting a multinational research, especially in developing countries.