This article focuses upon innovation and issues in on-line market research. On-line research, on-line consumer behavior, and e-commerce are new areas of academic study in marketing. Most of the early work in these areas was done by practitioners, as illustrated by research reports and case studies presented at professional conferences. The present article reviews technologies and methods of on-line research and points to various methodological and ethical issues. On-line research is evaluated from two perspectives: orthodox thinking about the validity of research, and out-of-the-box thinking about how on-line research can increase the impact of market research and develop the core competitive capabilities of firms. Further academic research and learning from the data of on-line research and electronic commerce are encouraged.