The present study deals with Duhem's theoretical and meta-theoretical design of a generalised Mechanics based on the principles of Thermodynamics, in the decade between 1886 and 1896, before the transformations experienced by the physical sciences around the turn of the century. Following Duhem's third pathway to Thermodynamics we can fully appreciate one of the most outstanding achievements of late 19th century theoretical physics: a new alliance between the formal structure of Analytical Mechanics and Thermodynamics, in order to deal with the complexity of the physical world. Duhem's meta-theoretical remarks, which he expressed in a systematic way in his 1906 La théorie physique, son objet, et sa structure, stemmed from his practice as a theoretical physicist in those years.