Supply Chain Networks are increasingly being required to increase their Agility particularly to the unexpected. Yet there is a lack of theoretical clarity on what this means and what the underlying mechanisms are. This is in part associated with a reliance on positivistic theory that deals with linear predictable events but not with the unpredictability of the complex context, which these networks are working within. In contrast, this paper builds upon complexity theory and outlines a theoretical and conceptual framework for studying the issue of agility in Supply Chain Networks. Pragmatic theory building is used as a guiding philosophy, based on Lynham's theory building process. A small illustrative case study of workarounds is used to show how this philosophy and process could be used to Study SCN.