In this paper I would like to show, how theology, sociology and psychology may contribute to understanding of personal theodicy. I present the research project on theodicy, in which combined perspectives of theology (theoretical as well as empirical), sociology and psychology enabled to differentiate a new list of 12 theodicy models constructed by Catholics and Lutherans confronted with negative experiences. With the use of qualitative and quantitative psychological tools, all models were compared as regards the type of negative experience that may be put within the frame of meaning they offer and emotional consequences this may evoke. In the paper I present the research strategies and inspirations used in my research, concentrating on the examples of selected theodicy models.