The Milesians and the pluralists were primarily interested in natural philosophy—in the topics that we today would call physics, cosmology, and biology. Xenophanes, Heraclitus, and Parmenides, however, also had another preoccupation. They were interested in epistemology, or the study of knowledge.

Xenophanes was the first to raise epistemological questions. He was a strong critic of the poets and of traditional belief. He urged his readers not to trust authority but to arrive at their beliefs through personal investigation. He believed in empiricism—that is, in deriving all beliefs through experience and observation. (The Milesians were also empiricists, but they simply took their empiricism for granted and apparently did not reflect on, or write about, it.) Xenophanes's reliance on empiricism led him to draw some strong conclusions about the limits of human knowledge. He argued, in fact, that we cannot have any knowledge when it comes to the important realms of religion and science; the gods, the question of physis, and the developing cosmos are all outside the range of our experience. Since we cannot observe these phenomena, argued the empiricist Xenophanes, we cannot have any knowledge regarding them. All that we can have are beliefs. This distinction between knowledge and belief has become one of the most important themes in philosophy.

Both Heraclitus and Parmenides attempted to escape Xenophanes' skeptical conclusions by recommending methods of inquiry that go beyond experience. Heraclitus developed his idea of the logos, the pattern or law that underlies all of nature. The logos of the world, he claimed, has a counterpart logos in our souls, which enables us to decode and understand nature. In other words, we should not try to arrive at knowledge through mere observation, rather we should try to rationally understand the structure of the world, using our own internal faculty of reason. To try to arrive at knowledge without understanding the logos, he claims, is like trying to decipher speech without understanding the language.

Parmenides also stresses the importance of pure reason in arriving at knowledge. In fact, he believed that human beings should ignore their sensory experience of the world entirely. Whereas Heraclitus claimed that observation needed only to be tempered by rational insight in order to lead to knowledge, Parmenides believed that any observation at all was bound to lead to untruths. Using only his faculty of reason, he arrives at a picture of the world that is wholly unlike anything we could possibly arrive at through observation. The world as it really is, on this picture, is nothing like the world that we can observe. The only way to arrive at knowledge, then, is to reason logically. Observation has nothing at all to do with the enterprise.