Purpose – The purpose of this paper is to explain why finding a theory for futures studies is such a demanding task. In particular, the paper paves the way towards a theoretical framework that goes beyond both positivism and anti-positivism. Design/methodology/approach – The paper discusses a network of mutually interlinked concepts, including: levels of reality; parts and wholes; causation; the multiplicity of times; anticipation; the thick present; and latents. Findings – The paper presents the two main obstructions blocking the way towards a theory for futures studies (namely, the belief that the opposition between positivists and anti-positivists is exhaustive, and the need for better connections with other sciences such as biology, cognitive science and the social sciences. Research limitations/implications – The paper discusses only one of the different threads in the elaboration of a theoretical basis for futures studies, namely the components closer to science. Social implications – A proper theory for futures studies will contribute to making them more robust and efficient. Originality/value – The general framework presented by the paper extends well beyond the somewhat restricted field of futures studies and includes social and psychological sciences, together with biology.