Scholars have sometimes argued that we should conceive of social research as a form of moral inquiry, at least in part, but none have made clear exactly how and why observational research can make a distinctive contribution to moral insight. Returning to an era before the modern distinction between social science and the humanities became entrenched, this article argues that Adam Smith provided a clear and forceful rationale for the moral role of social research, especially history. Smith believed that moral understanding relies on emotional reactions to richly described cases, preferably where our own interests are not at stake. These meditations on particular cases, in turn, provide the basis for moral generalizations that can inform future encounters with particular cases. This perspective led Smith (along with his friend David Hume) to the view that historical writing makes a more important contribution to moral understanding than abstract philosophy does. This article reconstructs Smith’s arguments about the role of empirical observation in cultivating moral sensibility in The Theory of Moral Sentiments, his Lectures on Jurisprudence, and his Lectures on Rhetoric and Belles Lettres. It then connects his argument to contemporary ideas about the nature of moral understanding in philosophy and cognitive science.