The paper’s author is a modern epistemologist who published numerous papers and monographs in the field. This paper deals with a promising way to understand values applied not in the context of Gestalt-psychology or other sciences, but in those of modern epistemology and sociology. Fundamental cognitive operations in the structure of epistemology are discussed. They contain social values and are meaningful today especially for understanding of sociological knowledge. These are such general methods and operations important for knowledge in sociology and the humanities as interpretation, representation, categorization, convention. It is emphasized that understanding of the problem of values and the nature of social knowledge is fully presented in M. Weber’s scholarly legacy and to a great extent in his fundamental “Economy and Society” recently (2016–2019) translated into Russian for the first time in full. It is argued that Russian sociology and epistemology should take at its true worth the role of values in this large-scale research and to examine henceforth this role in sociology as so often mentioned in Weber’s opus magnum.