In the history of economic thought Post Keynesianism offers a different inter-pretation of John Maynard Keyness General Theory than what is known as mainstream Keynesianism. One of the fundamentals of Post Keynesianism in this regard is the statement that the economic universe of Keynes can not be understood correctly if one does not take the methodology of Keynes into ac-count. According to at least some of the Post Keynesians we ought to let our methodology to be inspired by what is called critical realism. This paper tries to give a discussion of this kind of methodology and of its possible connection to the writings of Keynes. And finally, has Post Keynesianism reached a kind of coherence that makes it reasonable to characterise this group of economists as a theoretical research programme in the Lakatosian sense of the term?