This article seeks to further our understanding of what methodological nationalism is and to offer some insights towards its overcoming. The critical side of its argument explicates the paradoxical constitution of the current debate on methodological nationalism – namely, the fact that methodological nationalism is simultaneously regarded as wholly negative and all-pervasive in contemporary social science. I substantiate the idea of this paradox by revisiting some of the most successful attempts at the conceptualization of the nation-state that have sought to transcend methodological nationalism in four disciplines: sociology, nationalism studies, anthropology and social psychology. The positive side of my argument offers a distinction between different versions of methodological nationalism with the help of which it tries to address some of the problems found in the literature. Theoretically, methodological nationalism is associated with, and criticized for, its explanatory reductionism in which the rise and main features of the nation-state are used to explicate the rise and main features of modernity itself. Historically, the article reassesses the problem of its prevalence, that is, whether methodological nationalism is a key feature of the history of the social sciences.