The modelling of complex, dynamic and uncertain socioenvironmental systems requires close collaboration between research disciplines and stakeholders at all levels, for if such models are representations of aspects of reality, how can it be possible to build them without inputs from people who interact with the systems in reality? This paper reflects on findings of case study research involving stakeholders in knowledge creation through conceptual and formal model building to support upland water catchment management. The uncertainty, multiple scales and conflicting understandings of stakeholders inherent in natural resource management necessitate a strong focus on participatory processes in integrated modelling. This leads to the recognition that problems and solutions should be identified by the stakeholders themselves, emphasising the intersection and complementarity of lay and expert knowledge. Stakeholders in this context comprise varied groups such as land managers (e.g. grouse moor managers and sheep farmers), water companies and water users, tourists, residents, policy-makers and researchers. Models are used at multiple stages to help formulate problems, create and compare conceptual understanding, and explore implications. This requires the involvement of stakeholders early in the problem formulation and research process to help answer the 'right' questions and provide 'relevant' outputs. This poses a number of interesting new challenges for the organisation of research. In contrast to traditional approaches of matching model components to expertise in the research team, modelling expertise must adapt to answer the questions and priorities that emerge from stakeholder engagement.