Judicial ethical codes have become increasingly important in member states of the European Union as a point of reference for judges and as a means of securing public trust in judiciaries. In the ENCJ’s survey on the independence, accountability, and quality of judicial systems in Europe, sub-indicators were included to measure the existence of judicial ethical codes and relating training and supervision. This survey and the critical scholarly discussion about it provide valuable lessons for further empirical research on the perceptions of judges in EU member states relating to professional-ethical codes and standards. This article explores the most important lessons for this envisaged research. The main methodological considerations which come to the fore are: 1) to clearly delineate the research aims and central terms which are used in the survey; 2) to avoid insularity by including a representative and diverse group of respondents; 3) to validate and contextualise the results through a multi-method approach and critical debates with scholars and stakeholders.