The objective of this chapter is to introduce the contribution that, apart from post-positivism, other sociological paradigms, such as interpretivism and social constructionism, may give to the development of research and thinking about data science in social research. These two paradigms have theoretical and methodological beliefs that seem unfitted to interpret the data revolution era because they are focused on individuals, verstehen and sense of action and have been usually associated with qualitative research. But they may be of great help in addressing the future of new data research in our discipline, especially on two important aspects: first, on how objective new data are and, furthermore, on the role of knowledge in new data use and construction.