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This paper draws on the experience of two Romani and three non‐Romani scholars in knowledge production on the health and social inequalities experienced by European Roma populations. Together, we explore how we might better account for, and work against, the complex web of dynamic oppressions embedded within processes of academic knowledge production. Our aim is to encourage careful scrutiny through which sociologists of health and illness might better recognise our own complicity with oppression and identify concrete actions towards transforming our research practices. Drawing on a well‐known domains of racism typology (Annual Review of Public Health, 40, 2019, 105), we use examples from our own work to illustrate three interconnected domains of oppression in which we have found ourselves entangled (structural, cultural and interpersonal). A new conceptual framework is proposed as an aid to understanding the spectrum of different "types" of complicity (voluntary–involuntary, conscious–unconscious) that one might reproduce across all three domains. We conclude by exploring how sociologists of health and illness might promote a more actively anti‐racist research agenda, identifying and challenging subtle, hidden and embedded negative ideologies and practices as well as more obviously oppressive ones. We hope these reflections will help revitalise important conversations. [ABSTRACT FROM AUTHOR]