The paper begins by introducing a heuristic distinction between the “dogmatist” and the “pragmatist” approaches to philosophy of history. Dogmatists tend to use history to exemplify and shore up their pre-existing philosophical convictions. Pragmatists, on the other hand, construe philosophy of history as a form of critical reflection on the actual historical practice, with epistemic criteria of proper practice emerging in the course of the research itself, not antecedently deduced from general philosophical considerations. The core of the paper discusses the work of Paul Roth, which is treated both as a specimen of the pragmatist mode of argumentation, and as a philosophical vindication, in the context of history, of the central pragmatist contention that we cannot successfully define knowledge in terms of a relation to reality, where reality is somehow understood independently and in advance of us knowing it. It is argued that Roth’s skillful deployment of arguments emerging from the recent philosophy of science to expose naïve realism in philosophy of history as a vestige of the no-longer-tenable philosophical vision opens a way for thinking productively about history as a complex and evolving form of research practice.