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Psychoanalysis, as conceived by Freud, originates from an epistemological position that is often at odds with related disciplines such as psychology and psychiatry. We argue that psychoanalysis is wedded to a Kantian epistemology that is rigorously committed to modesty. The aim of the article is to illustrate how Freud’s thinking was embedded within a Kantian epistemology. Even if he was not explicit, a prevailing Kantian philosophical discussion influenced Freud. Hence, the article shall not argue for Freud as working with Kant as a philosopher, but more narrowly address his epistemological stance as influenced by Kant. Drawing on recent philosophical work, we clarify the difference between a Kantian transcendental idealism and the more modern critical realism, and show why the former is best suited for the psychoanalytic enterprise. This leads to a discussion of how we may understand transcendental idealism as a crucial if tacit premise in modern object-relations theory. We touch upon the implicit epistemological position in Klein and Winnicott, and the more explicit one advanced by Bion. Finally, we explore the psychoanalytic attitude towards the possibility of knowledge.