In our country the economy of research has been overlooked in the methodology of science until now. In our article we offer an analysis of Ch. S. Peirce’s ideas on this topic. The problems of choosing hypotheses and research projects support play an important role in contemporary science. In our opinion, Peirce’s ideas on economy of research make an essential contribution to their solution. Peirce offers the answers to the questions such as which hypothesis and under what circumstances should be opted for. In the era of rapid scientific progress, the solutions to these issues become urgent. The basic idea of Peirce’s project is to ensure the greatest return of scientific capital possible for the least input costs required for its acquisition. Although Peirce’s theory has no compact form, it nevertheless constitutes a rich resource base that merits further development.