In the last four centuries, from the days of Classical Sociological thinkers such as Auguste Comte, Herbert Spencer and Emile Durkheim and immediately after the Middle Ages, the importance of Sociological theories has been growing steadily. Both classical and contemporary theories have provided a theoretical orientation that has made it possible to understand society and its social problems through social the theory- research nexus. Social science research enables us to understand the intricate web of society and the problems that surround it. Although a number of scholars do not use theory in carrying out research, the theory-research nexus is important if we have to understand abstract social problems especially in a changing and dynamic society. Research generates new knowledge and information and through its findings, it extends and widens our understanding of social issues by gaining new insights into social phenomena. However, the understanding of social phenomena can be substantially enhanced through proper application of relevant theories. The objective of this paper was to assess the relationship between theory and research and the use of theory-research nexus in the understanding of social problems. Using secondary data, this paper provided an in-depth analysis of the importance of social theories in guiding social research. It concludes that theory, is important in social science research work given its wide application. The study recommends the use of that theory in social science research. The study is relevant to young scholars who have interest in understanding social problems by carrying out research.