Abstract : The literature on theory building seeks to help theorists theorise more efficiently. This support often consists of formulating prescriptions relying on various epistemological considerations. These considerations aim to objectify theoretical practices, in order to identify ways to improve them. Drawing on the philosophy of science, and on epistemology, we will show that this procedure is not only superfluous but equally counterproductive: it obstructs the acquisition of real theoretical know-how. We will propose another conception of theory building, inspired by virtue epistemology, which places the subjective feeling whether the job of building the theory is or not well done at the centre of theoretical practice. Under this “sentimental” conception of theory building, the guidance of theorists consists of reminding them of the importance of certain intellectual virtues.