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This article advocates recognition of interpretive elements in business research and the need for improvement of the researcher’s interpretive skills. The scientific tradition specifically concerned with interpretation is called hermeneutics. However, interpretation exists in all types of scientific studies, be they quantitative or qualitative. The article presents lessons from hermeneutics and spells out the interpretive content of research in general and with specific focus on business‐to‐business marketing. Interpretive methods, when applied to business, are characterized by efforts to understand the complexity of the business world and its products, services and markets, and to add meaning to strategies, actions and events. A set of methods designated interactive research is discussed. These are more inspired by the humanities, sociology, anthropology and modern natural sciences than by the social sciences research paradigm as it is currently applied in most mainstream research in marketing.