The article provides a review of the pivotal doctrines in the sphere of social sciences and humanities methodology, namely positivism (O. Comte, H. Spenser et al) and antipositivism (W. Dilthey, H. Rickert et al). In terms of E. Husserl's late philosophy as well as the works of M. Merleau-Ponty and A. Schutz the article provides the analysis of one of the prominent schools of the contemporary social theory - phenomenological sociology which is highlighted as the non-classical strategy of the philosophical methodology of social sciences and humanities opposing both Comte's objectivism as well as the sociological «subjectivism» of Neo-Kantianism.