The article is devoted to investigation of the status of theoretical knowledge in the humanities. The author emphasizes that principle of «theoretical anarchism» being developed by many philosophers, in particular by G. von Wright comes into conflict with the fact of existing objective laws, studied by the humanities. The author also points at the differences between the concept of «law» in natural sciences and in the humanities. Alternative ways of getting new knowledge in social and humanitarian spheres are also discussed. The main conclusion of the article: theoretical generalization is the only way of receiving knowledge in social sciences and the humanities.