Undergraduate, Master's and Doctoral students in all areas of knowledge find it difficult to complete their theses. This is due to deficiencies in research training. This book is addressed to them, to methodology teachers, to researchers and to those who are interested in the ways of building knowledge in the Educational Sciences. The document provides guidance on the different epistemological positions that can be used to construct new knowledge. The study reveals the relationship between the philosophical assumptions from which each and every one of the great problems of knowledge can be solved, theoretical foundations to problematize the objects of study, methodological procedures to generate new knowledge, technical strategies to know reality and instruments to gather information; in every process of knowledge. The analysis sheds light on the epistemological relationship between the three types of research that exist: quantitative, qualitative and mixed. It is a valuable aid for both specialists and beginners in the difficult art of generating new knowledge.