To show the formation of research methods of Humanities, the position of this field of science in today’s world and the position of critical realism as a new approach in the area of the human thought, the present article is to have a review on historical changes of theoretical basis of research methods which caused the formation of current methods in natural and social sciences. After this review the author is to show: - The continuation of the changes in this area - How the intellectuals deal with the changes? And the grounds for the emergence of critical realism as a new approach in the area of natural and social sciences.