As a further step towards maturity, the field of learning analytics (LA) is working on the definition of frameworks that structure the legal and ethical issues that scholars and practitioners have to take into account when planning and applying LA solutions to their learning contexts. However, current efforts in this direction tend to be focused on institutional higher education approaches. This paper reflects on the need to extend these ethical frameworks to cover other approaches to LA; more concretely, small-scale classroom oriented approaches that aim to support teachers in their practice. This reflection is based on three studies where we applied our teacher-led learning analytics approach in higher education and primary school contexts. We describe the ethical issues that emerged in these learning scenarios, and discuss them according to three dimensions: the overall learning analytics approach, the particular solution to learning analytics adopted, and the educational contexts where the analytics are applied. We see this effort as a first step towards the wider objective of providing a more comprehensive and adapted ethical framework to learning analytics that is able to address the needs of different learning analytics approaches and educational contexts.