There continue to be gaps in existing knowledge regarding evidence-based ethical challenges and ways of coping among clinical psychologist involved in research. A 17-item scale for assessing Ethical Challenges in Clinical Psychology Research Scale (ECCPRS) was developed; and ethical issues faced by clinical psychologists in conducting research as well as ways of coping was investigated. The cross-sectional survey included 45 male and 39 females, using purposive and convenience sampling. The ECCPRS (α=.89) and Ways of Coping Questionnaire (α=.61) was used for data collection. Descriptive and inferential statistics were employed in analysis. Factor analysis showed that the scale had good sampling adequacy with a significant sphericity, with the single factor accounting for 40.5% of the variations. Confidentiality and informed consent issues were the most frequently reported ethical challenges. Planful problem-solving ranked highest while escape-avoidance ranked lowest. The ECCPRS is useful for assessing ethical issues encountered in conducting research.