Abstract: The object of this article is the philosophy of David Hume in its wholeness, unity and interrelation of all its sections, positions and fragments. The subject is the correlation of D. Hume’s theory of cognition with his concept of human and socio-historical cognition overall in the context of the problems of modern gnoseology, philosophy and history of science. The goal of the research lies in analyzing the basic positions of D. Hume’s theory of cognition within the framework of general doctrine on human and society and their relation to the issues of modern socio-humanitarian knowledge. Methodologically, the work leans on the comparative-historical approach, hermeneutic analysis of sources, as well as general scientific methods of analogy, generalization, abstracting, systematization, and others. The following conclusions were made: 1) the skeptical paradigm in theory of cognition is used by D. Hume’s exclusively from the methodological, rather than ontological standpoint; 2) D. Hume redeems confidence in the subject of cognition (with its customs), as well as in the object – in other words, nature that includes human in its context by default ; 3) human himself as the cognizing subject becomes not a substantial entity, but a construct of intersubjective act, derivative of “sympathy” that unites him with other people, first and foremost, through the affective nature; 4) revelation of the initial sociality and intersubjectivity of the human Self immeasurably simplifies the analysis of ethical problems, as well as the questions of socio-economic and political development, because the socio-institutional order is viewed as an organic part of human nature; 5) all of the aforesaid, allows D. Hume to quite drastically reconsider the capabilities and functionality of historical cognition.