Why did “Dora” leave Sigmund Freud—why did she end her psychoanalytic treatment with him prematurely? This question haunts Freud's Dora study, his first extensive and perhaps most famous narrative of a psychoanalytic treatment. I pursue this question through a close reading of Freud's text. I focus not only on the interaction between Freud and Dora but also on the literary qualities of “Fragment of an Analysis of a Case of Hysteria” (1905)—qualities that place this work firmly in the tradition of Viennese fin de siècle drama and prose.