From the mid 1970s to the beginning of the 1990s, the tone of the debates about the social role of the state was pessimistic (« welfare state crisis » decades). Using the relevant scientific knowledge (especially evaluation research), the argument of this paper is that the role of the state is now discussed in more positive and voluntarist terms. Some say that we now live in an « active society ». It is suggested here that this way of viewing the social role of the state in industrialized countries corresponds to the emergence of a « new legitimacy » for social policies and practices. The relation between this legitimacy and the « well-being » of the population is studied in four important areas of state intervention, i.e., employment, income, education and housing conditions.