Develop a thesis for your paper. A thesis statement is generally one sentence that, according to the University of North Carolina's English Department, "tells the reader how you will interpret the significance of the subject matter under discussion." The rest of your paper will be centered around your thesis statement.
Conduct research. This is the most important step when writing a documented essay. Take notes and write down documentation for every statistic, quote, reference and idea you find in your materials. Read credible sources written by experts such as scientists, historians and doctors. Search for material that supports your thesis.
Use primary sources in your research. Primary sources are books written by experts, or newspaper clippings from a historical event. Primary sources differ depending on your subject matter. As an example, Georgetown University recommends that use interviews, newspaper clips, government reports and statistics to bring a piece of history back to life in your essay.
Write your essay and form an argument around your thesis statement. Every paragraph should present new evidence to support your thesis and should have a topic sentence. The topic sentence states a new idea based on your thesis and the type of evidence you will use to support that idea.
Cite all quotes and ideas that were not originally your idea. This will strengthen the validity of your argument and prevent you from plagiarizing. At the end of your paper, include a "Works Cited" page and list all the sources you used and the people you interviewed for the essay.