The author reconstructs the methodology chosen by L.S. Vygotsky for analyzing the subjective world of a person, i.e. the methodology of historism which requires that scientific thought move "from the higher (developed, complex) to the lower (undeveloped, simple)" in accordance with the dialectic principle of the congruence of the historical and the logical. Evolutionism supported by traditional psychology, follows the opposite - "from the lower to the higher". The author argues that, by developing the methodology of historism, L.S. Vygotsky laid foundations of "highs to depths" psychology. He also supplies examples of how the methodology can be applied to various areas of psychology and pedagogy.