Modern empirical psychology is a sensory experience and the mind outside this experience; it is a new relationship between empiricism and rationalism, between perception and understanding, between empirical and theoretical studies. The article makes an attempt to demonstrate and interpret achievements, to a first approximation, of empirical psychology, to outline the role and position of thinking (theorizing) in it from the philosophical point of view. Empirical psychology is analyzed in the opposition to the «a priori» psychology and in the context of the dichotomy between the empirical and the «a priori» sciences. The possibility and necessity of assigning the empirical psychology to a separate scientific domain is shown.