The article explores the problem of ways and possibilities of theorizing historical knowledge. By analyzing the concept of Fernand Braudel, the author establishes that the heuristic possibilities of historical cognition are not limited to orientation to the empirical component and can be increased by the correct application of theoretical concepts. Two groups of them are implemented in Braudel's concept. In terms of historical ontology, the key element is the idea of the multiplicity of forms of historical time and time of long duration. They allow us to reveal the relationship between the past and the present, to substantiate the existence of a spacetime continuum of the historical process, to explore various realities - the structures of material life, economy, state, local civilizations, and world-economies as social systems. Braudel considers the historical process as total, including any realities embodying the integrity of social existence. In terms of historical epistemology, a decisive role belongs to the idea of an interdisciplinary synthesis of social sciences, the promotion of hypotheses, the presence of which indicates the unity of the empirical and theoretical levels of historical knowledge, the limitations of a purely empirical approach to solving the problems posed. These aspects are largely the development of the methodological ideas of the founders of the Annals school. At the same time, Braudel focuses on the model of structural, not anthropological history, tends to understand the historical process as not only total, but also global, as the study of the macro-level of historical reality. The theoretical model of world-economies, which includes a number of modern system concepts, is crucial for solving these problems. Their explication shows that world-economies are organically integral, complex, hierarchically organized and self-developing systems with non-causal forms of determination and nonlinear dynamics. Braudel understands world history as a system of interactions of world-economies forming a global economic system, irreducible to their simple sum, possessing an irreducible variety of mode of production and local civilizations, the dialectic of micro-level and macro-level processes of historical reality. The study of these aspects allows us to develop an idea of the global space-time structure of the historical process. The study of world-economies allows us to substantiate the existence and reveal the possibilities of a metatheoretical level of historical knowledge, containing schemes that contribute to its theorization, which does not contradict the facts, specifics and tasks of historical knowledge. The novelty of Braudel's concept lies in the fact that entering into a new categorical and methodological apparatus helps to overcome the limitations of historical empiricism through theoretical interpretation of facts, the growth of explanatory possibilities of historical cognition.