Explanatory pluralism has been defended by several philosophers of history and social science, recently, for example, by Tor Egil Førland in this journal. In this article, we provide a better argument for explanatory pluralism, based on the pragmatist idea of epistemic interests. Second, we show that there are three quite different senses in which one can be an explanatory pluralist: one can be a pluralist about questions, a pluralist about answers to questions, and a pluralist about both. We defend the last position. Finally, our third aim is to argue that pluralism should not be equated with “anything goes”: we will argue for non-relativistic explanatory pluralism. This pluralism will be illustrated by examples from history and social science in which different forms of explanation (for example, structural, functional, and intentional explanations) are discussed, and the fruitfulness of our framework for understanding explanatory pluralism is shown.