The advent of ‘Big Data’ and machine learning algorithms is predicted to transform how we work and think. Specifically, it is said that the capacity of Big Data analytics to move from sampling to census, its ability to deal with messy data and the demonstrated utility of moving from causality to correlation have fundamentally changed the practice of social sciences. Some have even predicted the end of theory—where the question why is replaced by what—and an enduring challenge to disciplinary expertise. This article critically reviews the available literature against such claims and draws on the example of predictive policing to discuss the likely impact of Big Data analytics on criminological research and policy.