The purpose of this article is to introduce multi-agent modelling as an area of research that has developed rapidly in sociology over the last fifteen years. This article starts by outlining some characteristics of multi-agent modelling and then covers the history of sociological component of complexity science. In the following part, the fundamental concepts used in multi-agent modelling such as model, agent, environment and emergence are defined. Thereafter, the article focuses on the application of multi-agent modelling in sociology and identifies specific areas where it might be used productively. An illustrative example of a multi-agent model called ‘Slumulation’ that explores how slums emerge in the city is described. Finally, the advantages and limits of this approach are summarized.