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The original psychoanalytic research situation is the two-person dialogue. However, clinical practice in itself is still not an application of systematic case study methodology. In order to approach the question of why we need systematic psychoanalytic research, three types of dialectical tensions are described. Psychoanalysis, like other scientific disciplines, is involved in a dialectics of (1) rationalism versus empiricism, i.e., theory construction and observation; (2) the perspective from within and from without, i.e., subjective self-knowledge versus expert knowledge; (3) continuity or discontinuity between psychoanalysis and adjacent fields of knowledge, as well as realism versus essentialism. The tension between the scientific and the clinical attitudes is discussed. Finally, the question of scientific and private theories is approached. Some of the methodological and epistemological pitfalls in psychoanalysis are seen as a consequence of the close affinity between private explanatory systems and psychoanalytical theories. Rules of evidence are necessary as a control for the unavoidable uncertainty.