This article explores the issues of developing the research methodology and construction of research design within the field of futures studies. The article analyzes systematic approach for developing a research methodology in business studies - the "research onion" model and examines the relevance and appropriateness of this model for futures studies. On the basis of the research onion model analysis, the research onion for futures studies is developed. The article delineates and explains seven steps of developing the research methodology and construction of research design for researching the future, starting with definition of main philosophical stance and gradually leading to the construction of the research design.