The increased reliance on Big Data Analytics (BDA) in society, politics, policy, and industry has catalyzed conversations related to the need for promoting ethical reasoning and decision-making in the mathematical sciences. While the majority of professional data scientists today come from privileged positions in society, those processed by the decisions made using data science are more often members of one or more marginalized social groups, translating into disproportionately negative outcomes for these individuals in society. Thus, it is argued that future citizens must develop an ethical mathematics consciousness (EMC) that human beings do mathematics; thus, there are potential ethical dilemmas and implications of mathematical work which may affect entities at the individual, group, societal, and/or environmental level. Drawing from this conjecture, the purpose of this Design-based research study was to develop a local instruction theory and materials that promote students’ ethical mathematics consciousness in a high school Ethical Data Science (EDS) course grounded in a feminist, relational ethic of caring and social response-ability. Outputs include the identification of design heuristics, including the task structures, participation structures, and discursive moves that supported students' development of EMC and equitable participation in classroom activities, an initial curriculum for the EDS course, and a student-use protocol and corresponding analytic framework for making critically conscious ethical decisions in data science.