The importance of the cybersecurity is growing in information technology field. Information and communication technologies are an integral part of everyday life and therefore are the usual targets of cybercrime. Intrusion detection systems and machine learning methods are able to detect known threats well, however, these solutions are not as adaptable as a human being which leads to lower performance of the new threats detection. Therefore, the human actions and/or choices should be integrated into Human-in-the-Loop intrusion detection system that would help to improve its ability to detect zero-day threats. The aim of this paper is to choose the most suitable research method for the creation of such a system. The literature analysis highlighted three research methods used in the literature: analytical research, experimental research, and design science research. Two research methods were chosen for the further selection process: experimental research and design science research. Based on the needs of the research problem, the design science research method was chosen.