This text is the first in a series of works of the author focused on the foundation of practical anthropology. It assumes that the conceptual basis of applied social science in general and, in particular, applied anthropology, and public guidance involved, requires a reasoned position regarding the relationship between theory and practice. The text reviews the contributions of Aristotle, Vico, Kant, and Marx from four key works, all these milestones with regard to the links between thought and action. The essay argues that we must overcome the hegemonic conception of the one-way relationship - from theory to practice-which reduces the connection related to the mere matter of the application. From the abovementioned authors, and as threads of successive trials on other key authors and works, there is the dire need to: a) recognize the plurality of knowledge, b) define the concept of theory and practice, c) grant firstness to practice d) consider the set of links between thought and action. The connections between practice and theory are systematized into four processes and times: (I) the generation of every theory in practical contexts, (II) the use and application of knowledge, (III) the validation or verification of the theory (also) through praxis, and (IV) theorizing (also) from the practice. The essay ends with a joint proposal of theory and practice in line with the acquis and drawn from the following features: towards a joint science-based, dialectical nature of ethically concerned, public-oriented and technically operational.