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In this paper an investigation into the psychoanalytic concept of melancholia in relation to the melancholia in the Pittura Metafisica of Giorgio de Chirico (Késenne, 2012) is briefly presented. Special attention is paid to the qualitative research methodology that was developed for this purpose. This interdisciplinary method implies: i) the analysis of two different discourses (the psychoanalytic discourse with respect to a given syndrome and the art-critical reception of a plastic oeuvre); and ii) the comparison of these discourses using an interdisciplinary connotation scheme. It is concluded that this method provides an alternative to the classic psychobiographical approach to the arts.