The climate crisis is an existential threat to modern society. Climate researchers are in an important position, with their academic knowledge of climate, to engage with the issue of climate change through advocacy and/or activism. It has been explored how climate researchers in academia navigate their engagement, but not how climate researchers affiliated with governmental institutes do so. Considering their unique position in the science and policymaking nexus, we conducted 14 interviews with researchers at different Dutch government-funded knowledge organizations that support policy-making with (scientific) knowledge to understand how they engage with climate change. Separating the responses into fundamental epistemological and ontological arguments for and against advocacy, we find that climate researchers at these government-funded knowledge organizations see opportunities for advocacy and activism, but also see concerns. While some of these concerns are similar to those working in academia (including on the dissonant tone of the action, pressure from managers and colleagues, and lack of time), we also find concerns unique to working at a government-funded knowledge organization – such as their role as civil servants including their independence and impartiality, the mismatch with the institutional identity, and unclear rules about what is allowed. We suggest that researchers at government-funded knowledge organizations delineate their roles and responsibilities within society more clearly, following a value-based approach.