In the area of child psychosocial intervention research, substantial progress in addressing challenging methodological issues has been made. In this article we suggest that continued movement forward requires maintaining a balance between methodological and theoretical issues, and that it would be advantageous to begin to think about matching advances in methodological sophistication by similar advances in theoretical sophistication. The need to advance our understanding of theoretical issues is especially important in light of the challenges raised by postmodernism, particularly as these challenges relate to knowledge development. We discuss these challenges and describe how a "pragmatic" orientation may be a useful way to respond to them. We also describe how a pragmatic orientation has been useful in our work in developing, implementing and evaluating psychosocial interventions for children with phobic and anxiety disorders.