OBJECTIVES: We conducted formative research to evaluate the acceptability and feasibility of continuous diaphragm use among low-income women highly exposed to sexually transmitted infections (STIs) in Madagascar. GOAL: To identify potential obstacles to researching the effectiveness of diaphragm use for STI prevention in a randomized controlled trial. STUDY DESIGN: Mixed methods to collect complex information. In a quantitative pilot study, women were asked to use diaphragms continuously (removing once daily for cleaning) for 8 weeks and promote consistent male condom use; they were interviewed and examined clinically during follow-up. Focus group discussions (FGDs) were conducted pre-/postpilot study. Audiotaped FGDs were transcribed, translated, coded, and analyzed. RESULTS: Ninety-three women participated in prepilot FGDs, 91 in the pilot study, and 82 in postpilot FGDs. Diaphragm use was acceptable and feasible, but participants reported lower condom use in FGDs than during interviews. Most participants reported in interviews that they used their diaphragms continuously, but FGDs revealed that extensive intravaginal hygiene practices may impede effective continuous diaphragm use. Despite counseling by study staff, FGDs revealed that participants believed the diaphragm provided effective protection against STIs and pregnancy. CONCLUSIONS: Mixed methods formative research generated information that the prospective pilot study alone could not provide and revealed contradictory findings. Results have methodological and ethical implications that affect trial design including provision of free hormonal contraceptives, and additional instructions for vaginal hygiene to avoid displacing the diaphragm. Mixed methods formative research should be encouraged to promote evidence-based study design and implementation.