In the paper the authors' view on the content of the methodology of research of systems of various physical nature is presented. The classification of methodology is based on the structure of its construction. This structure reflects the specifics of the problem being solved. The following structures are distinguished: hierarchical, network, multiply connected, matrix. Examples of constructing methodologies based on these structures are considered. In the hierarchical structure, all methods, structures, concepts, systems of views are located according to their subordination in terms of cognition. The network model is represented as a connection of triads with common feedback, each of which reflects the corresponding stage of the life cycle. It is shown that the control of the organizational system can be effectively organized on the basis of a multiply connected structure. When allocating resources a spatial matrix structure can be used as the basis of the methodology for solving the problem. For each type of activity, including scientific activity, its methodology can be built as a system of intellectual technology of scientific knowledge, as a system of views, concepts and as a system of actions for goals achieving.