In music therapeutic research, we are confronted with the same dialectics of subjectivity and objectivity as in general clinical research, with the difference that we have a triangular relation between the therapist, the client and the artistic product developing in interaction. How can we prove the exact contribution of the artistic mediation to the therapeutic process? The epistemological complexity of scientific research in arts psychotherapies is demonstrated with the help of an outcome study of music psychotherapy with adolescents suffering from conduct disorders. A longitudinal quasi-experimental study, based on the combination of psychometric scales, projective tests and expressive tests, allowed a thorough investigation of the psychotherapeutic process. The necessity of creative invention in qualitative and quantitative methodology, bearing in mind the ancient philosophical questioning of scepticism, is demonstrated throughout the research project.