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Neoclassical economics (NCE -thereafter) has difficulty in solving complex theoretical and practical problems. In such a situation, the role of its philosophical foundations increases. NCE is based on the methodological postulates of positivism. However, the status and perspectives of the positivist methodology to maintain a dominant position in the world of science are the subject of intense debate, as with this approach, sciences lose their worldview function and ontological foundations. The purpose of the report is to answer the question: is there a future for the methodology of positivism as the basis for building new economic knowledge? The influence of positivism in our time is associated with using ideas of T. Kuhn (Kuhn 1970) (theory of paradigms) and I. Lakatos (Lakatos 1970) (Scientific Research Programmes). In order to answer the main question of the report, it is necessary to show the advantages and limitations of the positivist methodology and the alternative concepts (postmodernism, structuralism, pragmatism, realism, hermeneutics) that could serve as the basis for a new mainstream. The principles of the mentioned areas have a long history of relations with economic theory. This experience has been successful in varying degrees. It became obvious that for the purpose of a new economic science with its requests (the need for operationalism, realism, usefulness, value-semantic orientation, humanistic orientation) any one direction doesn’t provide all the necessary principles. Comparative analysis showed that the presented approaches are unable to compete with the positivist methodology, which continues to be the preferred alternative in the solution of complex theoretical problems of contemporary economic science.