This paper explores themethodological consequences of AmericanPragmatism for the social sciences. It alsocriticises some rival perspectives onmethodology of social research, in particularfalsificationist, realist and someanti-naturalist views. It is argued thatAmerican Pragmatism shows striking affinitieswith the genealogical method of history and thereflexive turn in cultural anthropology. It isalso argued that Pragmatism forces us to thinkdifferently about the relationship betweentheory and empirical research.