Researches are generally known as an academic activity. However, in order not only to follow the developments in the realm of psychology, but also to measure the effectiveness of their own practice, also those professional mental health specialists who practice in the field need to master themselves in making researches. Two main designs that may be used in the cognitive-behavioral practices can be mentioned: experimental patterns and the single-case designs. In this review, as far as the experimental patterns are concerned, a special attention should be paid to the notions of random sampling, validity and ethical principles. The question of which of the elements determine the efficacy of the treatment is of ever growing importance. In order to develop our therapy practices in our culture, we have to make researches that have a solid methodological base.