This thesis makes a contribution to the debate about the status of the social sciences. Many philosophers have argued that the social sciences are unlike the natural sciences because they involve a kind of interpretative inquiry which has no parallel in the natural sciences. Stronger versions of this argument suggest that the social sciences are dominated or exhausted by interpretation. In many cases, this stronger claim is supported by an appeal to an analogy between interpretation in the social sciences and interpretation in the arts. The claim of this thesis is that the analogy between interpretation in the arts and the social sciences is not as strong as it is often thought to be. Works of art can be subjected to several distinct kinds of interpretation. Not all of these different kinds have analogues in the social sciences. In particular, conceptions of interpretation which allow for multiple incompatible interpretations of a single artwork have no corollary in the social sciences. By questioning the analogy between interpretation in the two fields, I seek to develop a limited version of naturalism in the philosophy of social science. That is, I argue that there are similarities and points of contact between the social sciences and the natural sciences. This position is strengthened by a further argument: that those who have opposed naturalism have tended to rely on an outdated and overly-rigid view of the what the natural sciences are like. The naturalism I defend is limited because it accepts that there are differences between the natural and social sciences, including the fact that there is a role (but not a dominating role) for interpretation in the social sciences.