Karl Marx wanted to understand how the world works—especially with regard to the economic nature of societies and their history—the goal of the understanding being to change the world. Understanding for him could come only through scientific investigations with the best methodology available. This chapter argues that he advocated for social sciences with new methods of analysis as against unscientific approaches and speculation. Claims that his work is anachronistic or rigid in various ways are rebutted. The chapter argues, instead, for the plausibility of retrieving a scientific methodology for the twenty-first century with guidance from forms of analytical Marxism, especially with regard to philosophical matters.