Where are the observations in psychology ? Recurrent criticisms have been addressed to psychology for its excessive focus on hypothesis testing, and its disregard for the descriptive, exploratory and observational approaches commonly found in the other natural sciences (e.g., zoology, ethology, behavioral ecology, behavioral biology, primatology). The dominant belief in the discipline is that science only progresses by testing theories. We first gather these criticisms. Then, we present some major benefits to the use of such observations (e.g., stimulating discovery, stimulating theory building, improving experimental designs, producing more ecologically valid research). Finally, we propose concrete ways to conduct systematic observations of human behaviors in psychology (e.g., direct observation, official statistics and big data, descriptive exploratory studies, preliminary surveys, interviews, testimonies). Thus, the present contribution supports the idea according to which the primary question for psychologists should be ‘what is it that I study’ rather than ‘what is my theoretical framework?’.