Research methodology is determined by theoretical approaches. This article discusses methods of multilingualism research in connection with theoretical developments in linguistics, psycholinguistics, sociolinguistics, and education. Taking a brief glance at the past, the article starts with a discussion of an issue underlying the choice of research methodology: the distinction between bilingualism and multilingualism. This is followed by an account of the way in which traditional methods of research diverge and have expanded to include additional methodologies, which are shown to accommodate new theories and the most recent data in the field. Special attention is paid to the emerging research directions employing methods of "conceptualization." Overall, the paper presents a review of the current state-of-the-art including an account of the latest trends in research methodology on bilingualism and multilingualism, as well as a looking-forward analysis of the challenges and potential future methodological developments in the field.