This article examines how rigour is achieved in the Abductive Research Strategy (ARS). It begins with a review of some of the arguments about objectivity and rigour in social sciences, which shows that quantitative and qualitative researchers hold different meanings of objectivity and therefore different ways of achieving rigour in their research. ARS as a qualitative methodology is then described and, using a study of the experience of work of life insurance sales workers in the state of Penang, rigour in the ARS is illustrated. Three ways of establishing rigour in ARS are stated and expounded. While "two" of them are from the traditions of doing qualitative research, the "third" is from the logic of abduction.