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The thesis presents a qualitative research study on how police detectives experience, understand, and think about the process of doing serious and complex criminal investigations. The data was collected using a semi- structured, in-depth interview with a group of sixty-four experienced police investigators from Australia, New Zealand, various State Police Services in America and the FBI. The empirical research methodology of phenomenography was employed to gather and analysis the interview transcripts for this group of detectives. The aim of this phenomenographic approach was to elicit the variation in the investigative experience both within individual detectives and between detectives in the group studied. Upon analysis, the variation in this group of detectives' conceptions about doing a criminal investigation was captured in a set of four hierarchically ordered and qualitatively different categories of description. These four categories reflect particular cognitive styles or preferred ways of investigative thinking that experienced investigators rely upon throughout the investigative process. The four 'Investigative Thinking Styles' start with the application of the 'Method' style of investigative thinking, through to the 'Challenge' style, and then onto the 'Skill' style, and finally up to and including the 'Risk' thinking style. These four styles constitute a theoretical model of investigation that has important practical implications for the recruitment, selection, and training of investigating officers as well as for the case management of investigations and the use of investigative teams for major crime investigations.