Pedagogical research has long been a part of the curriculum of education students. The article analyzes its history during the 20th century. The author determines several interdependent functions of pedagogical research (viz., education, personality development, social competence development, stimulation) and analyzes the dynamics of implementation of these functions in the course of professional training. The analysis shows that the general directions of pedagogical research changed together with the changes of general pedagogical concepts: from the anthropological-humanistic paradigm of the beginning of the century to the ideological and technocratic in the middle of the century and back to the personality oriented humanistic one at the end of the century.