This chapter focuses on two main tasks: overviewing broad methodological strategies proposed by critical realists for undertaking social research, and suggesting how observational approach might be tailored to research on sport coaching practice and effectiveness with reference to particular methods. Critical realist philosophy aims to provide an ontology and epistemology that transcends disciplines. Given the multi-layered complexity of most social systems, it is likely that multiple theories will be utilized to illuminate events and their causal underpinnings. Although some critical realist-informed commentators suggest there is an under-utilization of existing theoretical and other resources in research it is likely in most instances that further empirical enquiry will be required. Significant attention has been given to quantitative-qualitative divide in social research. Interviews are one of the frequently used methods in social research. The chapter provides an overview of a critical realist approach to interdisciplinary research on sport coaching, with a particular emphasis on the implications for research into coaching practice.