How do you do an ethnographic study under an authoritarian regime, in a country where surveillance is part of a climate of mistrust and data hides? This article is based on an ethnographic study of entrepreneurs in Ethiopia. Going there was a chance to use my experience as a stimulus for the research. Surveillance, scanty information and the resulting uncertainty both constituted a series of brakes on my research and revealed the conditions in which the entrepreneurs I studied work. Going into the field required me to distance myself from the control and surveillance institutions, but I also had to adopt a position on the margins yet intersecting the situation. For lack of reliable information, I analyzed the rumours that circulate even more easily in an authoritarian context, and this allowed me to understand both how the community was structured and the reality of my place in it.