While e-health initiatives are poised to revolutionize delivery and access to mental health care, conducting clinical research online involves specific contextual and ethical considerations. Face-to-face psychosocial interventions can at times entail risk and have adverse psychoactive effects, something true for online mental health programs too. Risks associated with and specific to internet psychosocial interventions include potential breaches of confidentiality related to online communications (such as unencrypted email), data privacy and security, risks of self-selection and self-diagnosis as well as the shortcomings of receiving psychoeducation and treatment at distance from an impersonal website. Such ethical issues need to be recognized and proactively managed in website and study design as well as treatment implementation. In order for online interventions to succeed, risks and expectations of all involved need to be carefully considered with a focus on ethical integrity.