The article is devoted to developing a methodological support for planning Design Science (DS) research projects. More exactly, it is aimed at developing a classification of a particular kind of cycles, inherent to DS research projects, and guidelines on how to choose the next cycle in a specific project. The classification and guidelines are based on results from an analysis of DS literature and a reflective analysis of our own research practice. As far as own research practice is concerned, two DS projects have been analyzed in detail. The analysis revealed that though both projects included cycles, the nature of these cycles was different. In the first project, cycles concerned finding a better problem to solve, while in the second project, cycles concerned finding a better solution for more or less the same problem. Both projects concern developing methodologies in the area of socio-technical systems, and the guidelines on how to choose the next cycle have special provisions related to such systems. In conclusion, the article presents examples of other projects that followed the suggested guidelines and discusses the difference of the suggested approach from other approaches to conduct DS research projects.