Given that HPS is now an active and vibrant programme in contemporary philosophy of science, it is a bit surprising that there is no similar programmes in the philosophy of social science. The chapter makes the case for a new direction of research, History and Philosophy of the Social Sciences (HPSS), especially by promoting a historical approach to the philosophy of the social sciences. It shows that HPSS is fruitful and sheds new light on many central issues on the nature, development, and methodologies of the social sciences. I argue that there are three obvious benefits of doing HPSS. First, an in-depth analysis of the classic work on the nature and methodology of the social sciences helps inform contemporary social science research. Second, careful historical case studies will help reassess the important debates in the philosophy of the social sciences as well as the methodological disputes between social scientists. Third, a careful historical examination of the origins and development of the social sciences sheds light on the distinctive features and methodologies of the social sciences.