How could social workers apply theory in their everyday practice? According to John Dewey, theories are helpful instruments in analysing situations and forming hypotheses which are tested in practical experiments. Inspired by Dewey’s pragmatist philosophy, we designed a “Practice and Theory” pilot intervention group in which social workers were provided external, theory-driven supervision. This research is a three-case study of the pilot intervention group. Based on a thematic analysis of reflective discussions during the last group sessions and follow-up group interviews, we investigate the difficulties the social workers described in applying theoretical knowledge to practice. We explore what consequences they recognized when reflecting on and experimenting with theoretical knowledge. Our study demonstrates that the major barriers were lack of time and access to theories, difficulties in changing one’s own practice and establishing supportive structures, the lack of competence to understand the role theories and having become estranged theories. However, the positive consequences experienced in the three Practice and Theory groups suggest that the pilot intervention could serve as a potential model for integrating theoretical research into practice. The participants considered that reflecting theories enabled new understanding as well as allowed experimenting with new ways of operating. Participating in the group also improved social workers’ argumentation, helping them to recognize their own expertise. It also raised professional self-esteem and enabled self-development. In the group, the dialogical, reflective and experimental inquiry were key to understanding how theoretical knowledge can open new perspectives.