One of the challenges facing the teacher of research methods is that students sometimes find it difficult to understand the role that theory plays in developing and conducting research. This was a problem for me in my own experience as a graduate student in the 1980s and early 1990s. The research courses I was required to take in my master’s and doctoral programmes of study were courses on statistics. In those courses, research theory was rarely discussed and, when it was, it was presented in terms of positivism. I believe this may have been the approach in many universities and, as a consequence, today’s methods teachers may lack a broader perspective on the relationship between theory and research; or, like me, they may have had to do a large amount of self-directed searching. I believe that a sound understanding of the relation of theory to research practice is fundamental to research methods education. In this chapter, I will share some of the issues about theory that I have found to be important in teaching research methods.