Abstract This chapter will explore the evolution of Russell’s views on sense data from the mid-1890s to the mid-1910s. This will be set within the more general context of psychological discussions that took place in Mind during and leading up to this period of Russel’s thought. A particular focus throughout will be Russell’s various characterizations of sense data (along with sensibilia, that is, unsensed sense data), from as early as 1897 to his 1912 Problems of Philosophy and 1914 Our Knowledge of the External World and ‘The Relation of Sense-Data to Physics’. I will argue that Russell’s changing views on the nature of sense data are largely in response to the changing nature of psychological research in this period. As psychology increasingly became an empirical science, distinct from philosophy, Russell alters his views so as to bring his account into line with current psychological work. Only in doing this can Russell bring his philosophy of the external world into line with our current best scientific theories and thus, establish a fully scientific philosophy.