This chapter suggests that pragmatism and multiple realities can be brought together to form a coherent overall philosophical approach to mixed methods research. Research is the creation of new knowledge. It involves observation, measurement, and the capture of data, information, and experience in order to build a picture of and understand the social and criminological world that is around us. One of the key debates in terms of research philosophy concerns the relationship between research and theory. The schism between the deductive and inductive approaches hinges around the role of theory in the research endeavour. The deductive approach to research sees the creation of knowledge about the social world and social phenomena as something that starts with theory. The inductive approach to research takes precisely the opposite position. Epistemology is the branch of research philosophy concerned with the theory of knowledge.