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At the beginning of his career, Max Weber was involved in extensive empirical enquiries into the situation of the rural German workers, organized by the Verein für Socialpolitik (Association for Social Policy) and the Evangelisch-soziale Kongress (Protestant Social Congress). The theme and the organization of these enquiries fascinated Édouard Fuster during his stay in Germany at the beginning of the 1890s. In the first part of our paper, we will demonstrate how Max Weber, aware of the problematic relationship between the social sciences and politics, discovered (agrarian) capitalism, with all its consequences for modern living conditions, as his main topic. The second part of the article shows how Weber, after the turn of the century, continued this research in a more systematic and methodological way. Industrial enquiries now became more important. To Weber, empirical enquiries in general were an indispensable tool for understanding the cultural consequences of modern capitalism for individuals and society.