This paper introduces the neo-pragmatism of Richard Rorty, and discusses its possibile methodological implications for the social sciences. The paper argues that these neo-pragmatist ideas seriously question various philosophies of social sciences, ranging from falsificationism to critical realism. It shows the affinities between Rorty's proposal for a hermeneutic edifying philosophy, the 'critical turn' in social and cultural anthropology, and Nietzsche's genealogical method of historical inquiry.