Art can have a positive impact on health and well-being and be efficacious in health research and dissemination processes. However, creative, arts-based approaches to research and knowledge translation sometimes have a precarious toehold in the spheres of both health and art. In this paper, we report on failures, misunderstandings, difficulties and ethical tensions associated with work undertaken in, and between, art and health. Using collaborative autoethnography, we draw on professional experiences and relevant literature to present four core challenges that can be encountered, and should be considered, when working in the art and health space: (1) who is art for? (2) gatekeeping, (3) ethical tensions and (4) taste and quality. We share these challenges to make visible the often-tacit expectations, ways of working and hierarchies of knowledge that underpin arts and health work. In our discussion, we offer suggestions for overcoming these challenges, in the hope they will be useful to others working in arts and health. We raise and explore questions—about knowledge, value, art and ethics—that might not have definitive answers, but that are productive to interrogate before undertaking an arts and health endeavour.