In this article, we propose a general model of data collection from social media, in the context of terrorism research, focusing on recent studies of jihadists. By analyzing Twitter data collection methods in the existing research, we show that the methods used are prone to sampling biases, and that the sampled datasets are not sufficiently filtered or validated to ensure reliability of conclusions derived from them. Alternatively, we propose some best practices for the collection of data in future research on jihadist using social media (as well as other kinds of terrorist groups). Given the similarity of the methodological challenges posed by research on almost all social media platforms, in the context of terrorism studies, the critique and recommendations offered remain relevant despite the recent shift of most jihadists from Twitter to Telegram and other forms of social media.