This paper presents a research design to develop a general theory of agile project management to describe and explain the effects of adopting agile methodologies in a comprehensive and integrative way. The theory is to contain the key constructs and their relations responsible for the effects and success of agile methodologies in current practice. This theory’s scope is grander than existing theoretical lenses, which constitute partial perspectives to explain selected phenomena, or the success of agile methodologies. First, the existing partial perspectives are captured by an extensive literature review and integrated into an initial comprehensive theoretical model. Afterwards, experienced practitioners’ perspectives on concepts responsible for the effectiveness of agile methodologies are captured through a Delphi panel and integrated into the comprehensive theoretical model. The resulting general theory of agile project management is independent of the domain of software development and is in keeping with the intention to facilitate the transfer of agile principles to general project management. Other researchers can employ and adapt the overall research design to develop comprehensive theories about existing practice phenomena which integrate existing theoretical lenses as well as practitioners’ perspectives.