Research, being one of the functions of any higher educational institution, must be promoted. In order to develop the research skills of students, innovative techniques should be explored to catch their interest. For the purpose of this experimental action research, the researcher encouraged his students to create a film documentary about social and political issues. This study proved that socio-political documentary filmmaking can enhance the research competencies of student and can be used as an effective tool or activity in class. The potential of this format is promising, and as multi-media and digital technology progresses the more that educational institutions should look into the usefulness of this pedagogy.