Relativity Theory by Albert Einstein has been so far littleconsidered by cognitive scientists, notwithstanding its undisputedscientific and philosophical moment. Unfortunately, we don't have adiary or notebook as cognitively useful as Faraday's. But physicshistorians and philosophers have done a great job that is relevant bothfor the study of the scientist's reasoning and the philosophy ofscience. I will try here to highlight the fertility of a `triangulation'using cognitive psychology, history of science and philosophy of sciencein starting answering a clearly very complex question:why did Einstein discover Relativity Theory? Here we arenot much concerned with the unending question of precisely whatEinstein discovered, that still remains unanswered, for we have noconsensus over the exact nature of the theory's foundations. We are mainly interested in starting to answer the`how question', and especially the following sub-question: what were his goals and strategies in hissearch? I will base my argument on fundamental publications ofEinstein, aiming at pointing out a theory-specific heuristic, settingboth a goal and a strategy: covariance/invariance.The result has significance in theory formation in science, especiallyin concept and model building. It also raises other questions that gobeyond the aim of this paper: why was he so confident in suchheuristic? Why didn't many other scientists use it? Where did he keep? such a heuristic? Do we have any other examples ofsimilar heuristic search in other scientific problemsolving?