Abstract In the article I outline a wide range of challenges, both normative and analytical, that the rise of globalism represents for the social sciences. In the first part, a distinction is drawn between ‘normative’ or ‘philosophical’ cosmopolitanism on the one hand and an analytical-empirical social science cosmopolitanism, which is no longer contained by thinking in national categories, on the other. From such a perspective we can observe the growing interdependence and interconnection of social actors across national boundaries, more often than not as a side effect of actions that are not meant to be ‘cosmopolitan’ in the normative sense. In the second part I focus on the opposition between methodological nationalism and the actual cosmopolitanization of reality and outline the various errors of the former. In the third and final part of the article I outline a research programme of a ‘cosmopolitan social science’ around four topics: first, the rise of a global public arena resulting from the reactions to the unintended side effects (risks) of modernization; second, a cosmopolitan perspective allows us to go beyond International Relations and to analyse a multitude of interconnections not only between states but also between actors on other levels; third, a denationalized social science can research into the global inequalities that are hidden by the traditional focus on national inequality and its legitimation; finally, everyday or banal cosmopolitanism on the level of cultural consumption and media representation leads to a growing awareness of the relativity of one's own social position and culture in the global arena.