The study methods of philosophy and social science need to keep abreast with their objects. The range of the philosophy and social science study objects are very abroad, which cover human and society as well as the whole universe. The diversity of the study objects determines the diversity of research methods. Pluralism is a scientific methodology first been put forward by Feyerabend. The core theory is “anything goes” or “antirule”. Although his pluralism is biased in theory, it opened a vast new world for the study methods of hilosophy and social science. We shall modify his affirmation of “anything goes”, which means we shall find out what method goes well for what problem, and then choose it.