It is usual when writing on research methodology in dissertations and thesis work within Software Engineering to refer to Empirical Methods, Grounded Theory and Action Research. Analysis of Constructive Research Methods which are fundamental for all knowledge production and especially for concept formation, modeling and the use of artifacts is seldom given, so the relevant first-hand knowledge is missing. This article argues for introducing of the analysis of Constructive Research Methods, as crucial for understanding of research process and knowledge production. The paper provides characterization of the Constructive Research Method and its relations to Action Research and Grounded Theory. Illustrative examples from Software Engineering, Cognitive Science and Brain Simulation are presented. Finally, foundations of Constructive Research are analyzed within the framework of Info-Computationalism.