The aim of the article is to extend knowledge on the directions of developing research methodology in strategic management. That aim is realised through extensive study of the literature, mainly in the following foreign journals: „Journal of Mixed Methods Research”, „Organisational Research Methods”, „Business Research Quarterly”, „Academy of Management Journal”, „Strategic Organization”, „Academy of Management Review”, „Strategic Management Journal”, „Journal of Management”, „Academy of Management Review”, „Organization”. Each of these journals dealt in some capacity with the problems of research methods in management science (including strategic management) in the years 2010–2016.The paper has five parts. The first presents general aspects of conducting research in strategic management, including the limitations and challenges. The issues connected with conceptualising constructs, especially multidimensional ones, are highlighted in the second part. The next two sections examine mixed methods research and the multi-level approach. The final section offers conclusions and recommendations on conducting research in strategic management.