* denotes joint first authorship Over the past decade, there has been a surge of empirical research investigating mental disorders as complex systems. In this article, we investigate how to best make use of this growing body of empirical research and move the field toward its fundamental aims of explaining, predicting, and controlling psychopathology. We first review the contemporary philosophy of science literature on scientific theories and argue that fully achieving the aims of explanation, prediction, and control requires that we construct formal theories of mental disorders: theories expressed in the language of mathematics or a computational programming language. We then investigate three routes by which one can use empirical findings (i.e., data models) to construct formal theories: (a) using data models themselves as formal theories, (b) using data models to infer formal theories, and (c) comparing empirical data models to theory-implied data models in order to evaluate and refine an existing formal theory. We argue that the third approach is the most promising path forward. We conclude by introducing the abductive formal theory construction (AFTC) framework, informed by both our review of philosophy of science and our methodological investigation. We argue that this approach provides a clear and promising way forward for using empirical research to inform the generation, development, and testing of formal theories both in the domain of psychopathology and in the broader field of psychological science.