Fiqh, literally 'deep understanding', is the science of religious law in Islam. What does it mean for an Islamic jurist to 'do fiqh'? And how does an engagement with fiqh guide a jurist to produce statements of law for particular social contexts? These are perennial questions in the field of Islamic legal studies. The current thesis offers an answer to these questions from the viewpoint of jurists from the early classical Ḥanafī tradition of Central Asia. The thesis starts with an examination of Central-Asian Ḥanafī works of legal theory to extract the underlying epistemological foundations of this legal tradition. The remainder of the thesis presents a series of investigations into a leading work of legal commentary - the Hidāyah of Burhān al-Dīn 'Alī ibn Abī Bakr al-Marghīnānī (d. 593/1197) - to assess how these epistemological foundations inform the work. These investigations range from a study of the processes by which the legal cases commented on in the work were seen to be authoritative, to a study of the use of rational arguments, dialectical sequences and juristic disagreement in exploring and expositing cases of the law. The thesis also studies points of theory employed in the commentary that reveal how social context was seen to impact on the production of law. The study concludes by suggesting a general theory of Ḥanafī jurisprudence, explaining what it means to 'do fiqh' - presented as a particular form of engagement with the legal cases transmitted from the teaching circle of Abū Ḥanīfah (d. 150/767), the school's eponym - and how this fiqh engagement with Ḥanafī precedent informed the production of legal statements tailored to specific contexts - by the application of a particular filter of legal mechanisms, each of which reflects an understanding of the overarching principle of 'necessity' (ḍarūrah). The study presents a uniquely Ḥanafī legal epistemology which is underpinned by particular notions of authority, rationality and tradition.