The article considers the questions of formation and development of such a scientific direction as "New Historical Demography". The analysis is given to the main problematic and debatable issues of definition, the status and methodology of this scientific direction. It is noted that "New Historical Demography" is developing very actively now within Association "History and Computing". In the foreign science the Historical Demography began to be considered as a part of many new directions in social sciences and humanities. Developing as independent discipline, it at the same time is an integral part of such direction as Social Science History (SSH). Since the second half of the 1980s big data in history and demography were created and processed. In Europe the similar large-scale research is conducted by the Cambridge Group for the History of Population and Social Structure. Besides Great Britain, large European historical and demographic projects of this sort are also realized in the Netherlands, Norway, Sweden, and Denmark where databases were created on the data of the administrative account.