The present research aims to comprehend some thoughts on history within the Essays Moral, Political and Literary, by the Scottish philosopher David Hume (1711-1776). In this particular work (1758), whose dominating characteristic is the heterogeneity of the proposed themes, the author is looking for the knowledge of human affairs under a secular perspective, exposing that between an idealization of society (including the moral conduct of men who live under her) and its concrete reality, the choice towards the very true knowledge must stand with the last, demystifying any metaphysical and religious hypothesis as guides to the capacity of learning. Taking England as a preferential example of the advances and problems of modern Europe, Hume sets some reflections - just as moderation in politics affairs and the economic interdependence among States - which observe the goal of founding a science of politics. In its basis remains an empirical criticism, which leads the Scot to conceive a priority to the general aspects of societies (as economy, institutions, technical advances) as a model of explanation on the historical dynamics, which, according to his conception, is transformed slowly and gradually, in a sequential way, never or rarely trough fast and immediate changes. One looked for, besides these aspects, to analyze the methodological importance of the author´s general rule to the historical concern, for, by using her, Hume wonders about the past and either proposes general directions for his time and future, marking, this way, how societies historically must have developed and how they, probably, would develop themselves from now on, aiming the first step to a scientific knowledge of society as a whole, that would be able to remain even through the circumstantial changes that naturally take place in societies.