The article analyzes Weber’s epistemology of social sciences (including its political characteristics), which is fragmented in form but strives for synthesis in content. It is based on the “negative” concepts of antimetaphysics and antipositivism on the one side, and on the “positive” concepts of subjectivity and dialectical rationalism on the other. Weber substantiates non-metaphysical, secular, rational principles, relying on a dialectical explanation of rationality. Dialectical rationalism (the concept being first introduced relative to Weber) is based on the statement that rationality is the original source of culture and that it generates itself by the interaction of its two internal modes: “substantive” (sets subjective goals) and “formal” (which is operational, “mathematical” rationality, based on objective logic). In his study of religious history, Weber points to the moment when religious goals once became unreachable, which strengthened the formal rationality and made it finally independent in the modern era. According to Weber’s logic, rationality is based on rational goal-setting and the denial of a personal God. This approach separated secularism from a materialistic worldview and, contrary to the positivism approach, legalized religion and all other “subjective” worldviews in modern society. All subjective worldviews have become social subsystems, thus protecting them from discoursive persecution but depriving them of political subjectivity. Social sciences have become a mediator between man and culture. Weber, however, failed to give a definitive definition of the source of rationality and religion, which allows us to assume that there is an implicit theological context in his approach. His combination of a dialectical, anti-metaphysical approach with a theological context creates a theology of nihilism, which lacks the ability to formulate both cultural and political programs for the future; this leads to Weber’s “pessimism”. One of the possible ways out of this situation is the proceeding and expansion of the Weberian program of a theological understanding of the social epistemology.