The field of learning analytics (LA) is working on the definition of frameworks that structure the legal and ethical issues that stakeholders have to take into account regarding LA solutions. While current efforts in this direction focus on institutional and development aspects, this paper reflects on small-scale classroom oriented approaches that aim at supporting 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.