Theoretical psychology as a scientific discipline requires, as does any other scientific discipline, an adequate methodology. As a promising candidate for such a methodology the structuralist program in the philosophy of science is proposed. This approach provides powerful tools to handle many problems of interest in theoretical investigations of psychological theories. Basic requirements for a methodology for theoretical psychology are formulated, the central concepts of the structuralist program are introduced, and a survey of the current state of efforts to reconstruct or construct psychological theories from a structuralist point of view is given.