The article aims to investigate the possibilities and limitations of documentary research when dealing with this type of methodological instrument in educational policies. Based on a literature review of an exploratory hermeneutic nature on the theme, this essay was organized as follows: i) first, it addresses the polysemy of the concept of 'documentary research', which still produces strong discussions and disagreements as to the most appropriate terminology to be used; ii) next, it conceptualizes the object of documentary research, and arising from this, iii) it establishes specific aspects of work with educational policy documents; iv) it points out some epistemological and theoretical aspects intrinsic to research with documents, and finally, v) it gives some concluding remarks highlighting the potential and limits of work with documentary sources.