This article argues that no science can be value free, especially in the social sciences. The problem of values goes further than merely the values of scientists influencing the design of a study and the interpretation of results. It is argued that science may establish new, or maintain existing, values in society which may lead to the oppression of certain groups. By using the South African apartheid system as an example, it is illustrated how value laden and unethical research may contribute to, and maintain oppressive political systems. The problem with the social sciences is that the scientists themselves are embedded in a certain social system which may blind them to their own values which may lead to questionable ethical practices. The article wishes to sensitise researchers to their own values and offers some suggestions in ethical decision making.