["Journal of Law and Society, EarlyView. ", "\nAbstract\nAs complex data‐driven systems are increasingly used to know and govern global problems, the terrain for socio‐legal studies research is rapidly changing. Both ‘the social’ and ‘the legal’ are transformed through processes of algorithmic regulation and automated decision making. In the security field, these changes are giving rise to novel global infrastructures for countering potential risks through the extraction, exchange, and analysis of vast amounts of data. This article critically examines the key methodological implications of these data infrastructures for socio‐legal research and argues that confronting these challenges requires a different approach to research methods – one that studies regulation and data infrastructures together, that is empirically attuned to socio‐material practices and emergent relations, and that is performative rather than representational in orientation. Drawing principally from actor–network theory, materiality‐orientated socio‐legal work, and critical security studies, this article outlines an experimental ‘method assemblage’ (‘infra‐legalities’) for knowing and intervening in global security infrastructures and explores the main features of this research approach. The focus of socio‐legal studies on ‘law in the real world’ – and its associated epistemological and methodological assumptions – needs to be challenged and modified to grapple with the problems posed by global security infrastructures and algorithmic regulation.\n"]