Philosophy can be defined as the investigation (or study) of the nature, causes, or principles of reality, knowledge, or values, based on logical reasoning rather than empirical methods. As this definition suggests, philosophers do not draw conclusions or seek truth by examining observable events (empiricism) but rather by using rationalism -- drawing conclusion by reasoning and logic. In other words, they don't conduct studies, gather data, run tests, and allow the data to guide conclusions, but use reasoning instead.
Psychology grew out of philosophy (and physiology). Philosophers grappled with psychological questions hundreds of years ago, such as: how do sensations become mental thoughts? Example - how does the feel of a hand stroking your face become a thought? And then if I ask you to imagine that feeling, can you do so?