Drawing from the way the artist Piet Mondrian constructs objects in his paintings, we offer an epistemology for consumer research based on a five-step process for constructing the object of research. We show how the five steps fit with both existential phenomenology and the context of context approach. We also contribute to the current epistemological debate in consumer research showing commonalities between these two paradigms, often considered antagonistic due to their different unit of analysis. Finally, we encourage the shift towards art in consumer research, by studying artists to rethink the relationship between researchers and their objects of research.