According to methodological individualism any scientific explanation in the social sciences should have recourse to individual beliefs, wishes, intentions and actions. This article sets forth two practical reasons to endorse a clear-cut, classical version of methodological individualism as a research programme in the social sciences. The first one is that methodological individualism should lead to fundamental heuristic hypotheses. The second reason is that methodological individualism has the epistemological strength of producing statements open to logical refutation. The present article questions highly sophisticated accounts of methodological individualism. It suggests instead four tenets to be a valid research programme in the social sciences underscoring an intuitive language to analyze social phenomena. By doing so, it reviews some distinctive features of methodological individualism: Max Weber’s ideal types, Joseph Schumpeter’s notion of given behaviour, Friedrich Hayek’s concept of individual action and Jon Elster’s account of explanatory mechanisms.