Empirical educational research as a relatively new field has developed significantly in recent years. The trustworthiness of its findings is rooted in consistent use of sound research methods. The findings are followed and discussed even outside the small community of researchers and taken into account by educational policy makers and in day-to-day practice. Empirical research has to stay on thispath and continue to fulfil the demands of critical examination of theory in practice. However, from time to time we must ask ourselves whether the research agenda still corresponds with the current needs and what empirical research should look like in the future. These are the questions we pursue in this paper, which can be readalso as a plea for a wider use of various research methods, including mixed methods. After a short review of success of empirical educational research, its financing and expectations that come with it, we will pursue the issue of what research approachesand methods help us gain descriptive knowledge, explanatory knowledge and knowledge for change. Attention is also paid to the significance of knowledge about aims and purposes.