Paradigms are some principles and assumptions, which define frameworks and research priorities in each discipline. Many believe that operational research (OR) is not a science and like many other sciences does not have any paradigm. However, since OR is committed to scientific methods, therefore it contains a methodological paradigm. The purpose of this paper is to consider theoretical methodologies in the field of OR. This paper performs a review on the existing literature based on interpretive hermeneutic approach. Based on literature review, the study determines four principles and assumptions for each OR paradigms and a classification of the methods are presented. The results show that OR has four main paradigms and there are many methods in OR fields to tackle a particular problem where each problem belongs to a particular paradigm. In addition, instead of using a particular method in problem situations, we can implement a combination of methodologies.