Research in psychopathology is booming in an unprecedented way, at least, in terms of increasing number of publications. Yet, a few questions arise: Does quantity also give us quality? Is the collected data generally of sound quality? How is data typically collected in psychopathology? Are the applied methods of data collection appropriate for this particular field of study? This article explores three different methods of data collection in psychopathology, namely self-rating scales, structured interviews, and semi-structured, phenomenological interviews. To identify the most adequate methodological approach, we first establish the nature of the object of psychopathology and then we critically assess each method’s appropriateness to this field of study. We emphasize fundamental issues that make self-rating scales and structured interviews unfit for the task of adequately examining psychopathology. By contrast, we propose that a semi-structured, phenomenological interview presents a more appropriate method. Finally, we describe two types of semi-structured, phenomenological interviews that can be applied to assess and explore psychopathology, respectively.