This chapter is dedicated to the methodology used in the investigations of the Pragmatics of the Object. This methodology is based on the microgenetic, systematic, situated, and longitudinal observation of children’s development in their everyday triadic contexts (child-adult-object). Children are conceived as active agents who spontaneously interact with adults (parents, teachers), solve everyday problems, and construct meanings, knowledge, and skills through these experiences. This methodology permeates the various investigations conducted from the Pragmatics of the Object, adapting specifically to the particularities of each study. Adjustments are made based on the research questions and the contexts in which we have studied early development. Throughout this chapter, we will present and elaborate on the epistemological foundations of our methodology, detailing the decisions they involve for data collection and analysis.