Histories of sociology have concentrated on the development of theory rather than methods. This article examines the work of five women researchers associated with the London School of Economics in the early 20th century to highlight an aspect of this neglected history: the development of research methods. Mildred Bulkley, Maud Davies, Amy Harrison, Bessie Hutchins and Varvara De Vesselitsky all carried out empirical research on the sociology of work, women and the household deploying multiple research methods, including surveys, interviews, observations, covert ethnography and diaries and schedules for recording household diets and finances. Their work combined a sensitivity to social context and lived experience within a framework integrating the drive to social reform with a focus on scientific sociology. Very little of this work is known today. An awareness of it changes our understanding of disciplinary history, particularly with respect to the provenance of research methods, and their role in establishing academic sociology.