Privacy, copyright, and competition barriers limit the sharing of sensitive data for scientific purposes. We propose the Secure Analysis Environment (SANE): a virtual container in which the researcher can analyse sensitive data, and yet leaves the data provider in complete control. By following the Five Safes principles, SANE will enable researchers to conduct research on data that up until now are hardly available to them. SANE comes in two variants. Tinker SANE allows the researcher to see, manipulate and play with the data. In Blind SANE, the researcher submits an algorithm without being able to see the data and the data provider approves the algorithm and output. SANE uses concepts from the CBS Remote Access Environment, ODISSEI Secure Supercomputer and SURF Data Exchange, to build a generic off-the-shelf solution to be used by any sensitive data provider and researcher. SANE can be used by researchers in any discipline, as illustrated by the involvement of consortia in both the social sciences (ODISSEI) as well as humanities (Clariah). Potential sensitive data providers include the Dutch Chamber of Commerce (KvK), ING,, National Library of the Netherlands (KB) and Netherlands Institute for Sound and Vision (NISV).