This article sets forth a new model for knowledge generation in applied and professional psychology -- the pragmatic case study (PCS) method. Drawing from both psychology's traditional/quantitative and alternative/qualitative approaches, the PCS method involves the creation of systematic, peer-reviewed case studies in psychotherapy (and in all other areas of applied psychology) that follow D. Peterson's disciplined inquiry epistemological model. The studies are designed to be organized into journal-databases, like Pragmatic Case Studies in Psychotherapy (PCSP), which combine (a) individual studies; (b) articles that address epistemological, theoretical, methodological, logistical, economic, political and ethical issues in the PCS method; and (c) substantive cross-case analyses of groups of individual cases already published in the database. To lay out the model's arguments, the article is divided into four major sections that consider, respectively: (1) a discussion of the relevant historical and philosophical context from which the PCS model emerges; (2) a proposal for an initial set of methodological guidelines for ensuring rigorous quality in each case study; (3) an illustrative application of the model to cognitive-behavioral efficacy research; and (4) an exploration of the implications of the model. Throughout, the emphasis is upon creating an integrative, pragmatic alternative for gaining new useful knowledge in our discipline.