Since their emergence, social sciences have been engaged in a double quest: on the one hand, they seek to construct an objective knowledge of the human sphere, on the other hand, they wish to use this knowledge to bring radical improvements to the human world. These two ambitions were systematically taken as complementary and compatible: the knowledge of man and society had to be the means; the transformation of man and society was the end. This is a basic assumption of the social sciences, and is responsible for most of the hopes that we invested in them. Taking as example four “big theories”, this article aims to analyze the assumptions and implications of this dual quest of the social sciences.