This paper argues that Sir Syed Ahmad Khan was one of the pioneers of critical historical research methodology in Urdu, working around the last quarter of the nineteenth century. His major work Athar al-,sanadid, and his edition of A'in-e akbari and Ta'rikh-e firoz-shahi, are presented as milestones in the Urdu research tradition. The author also argues, with a certain degree of speculation, that the research methods which Sir Syed Ahmad Khan employed may have been learnt by him from British scholars and officers of the Raj who had an interest in historical investigation.