Nobody doubts that culture plays a decisive role in understanding human forms of life. But it is unclear how this decisive role should be integrated into a comprehensive explanatory model of human behaviour that brings together naturalistic and social-scientific perspectives. Cultural difference, cultural learning, cultural determination do not mix well with the factors that are normally given full explanatory value in the more naturalistic approaches to the study of human behaviour. My purpose in this paper is to alert to some of the theoretical vulnerabilities or concerns that the cross-cultural study of mind and behaviour might entail. I classify these theoretical concerns into three, loosely defined, categories: epistemological, ontological and ethical. The first have to do with what in anthropology was once labelled as ‘butterfly collecting’. What kind of supplementary, or additional, general theoretical knowledge do we produce when we add to the research different, particularistic, culturally determined, ways of knowing? Ontological concerns refer to the underlying reality that those ways of knowing are meant to disclose. If there are so many ways of knowing the world, where is the reality to be known? Ethical concerns are those entailed in the forms of ‘othering’ that unqualified cross-cultural research is likely to produce in research participants.