There is increasing support for sharing individual-level data generated by medical and public health research. This scoping review of empirical research and conceptual literature examined stakeholders’ perspectives of ethical best practices in data sharing, particularly in low- and middle-income settings. Sixty-nine empirical and conceptual articles were reviewed, of which, only five were empirical studies and eight were conceptual articles focusing on low- and middle-income settings. We conclude that support for sharing individual-level data is contingent on the development and implementation of international and local policies and processes to support ethical best practices. Further conceptual and empirical research is needed to ensure data sharing policies and processes in low- and middle-income settings are appropriately informed by stakeholders’ perspectives.