How is strategy made? For about twenty years, the thought stream known as Strategy as Practice (SAP) has attempted to answer this question by articulating strategic decision-making with the context and by studying strategy in the making. We study the case of a group of 50 establishments in the sanitary, social and medico-social sector trying to elaborate a digital strategy in order to question the epistemological positioning of SAP. The framework of complex thought elaborated by Edgar Morin seems to enrich the SAP approach. The study and practice of strategic reflection being elaborated in a complex environment raises a double question: what is the place of the researcher in the SAP field in front of his/her research field? How can we evaluate the validity of the knowledge that he/she contributes to create? Combining in a coherent way the epistemology, methodology and ethics of the researcher contributes, according to us, to clarifying the SAP approach. After considering the main features of this current of thought, the case of a strategy in the making in the reference sector is presented. On the basis of this case the epistemological and methodological implications of SAP are discussed. This finally leads to question the validity of the research and the place of the researcher in strategic management involved in this approach.