The paper aims to provide a critical survey of the Russian and West European historians’ views on the problem of correlation of micro- and macro-approaches in historical science. Scientific originality of the study lies in the fact that the issue is examined taking into account differences in approaches to defining the subject of historical cognition (an individual or a society). According to the authors, the difficulty is that the use of universal historical theories is essential when conducting historical studies in a particular research area, and it is the main problem.