Scientific realism is often analyzed in the context of natural sciences theory. How does it behave in cognitive science theories? Some philosophers of science have proposed a pragmatic approach to the concept of scientific theory where models form an essential part of its construction. They play a role of mediation. Three distinct classes of models play such a role in cognitive science: (a) formal models, (b) physical models, and (c) conceptual models. Each of these classes challenges the realist thesis in specific ways.