The distinguishing feature of psychoanalytic treatment, compared to other forms of treatment, is that it offers the opportunity to go through experiences and thereby develop to become a more psychologically experienced person. The aim of this paper is first of all to try to clarify, with the help of the philosophy of Hegel, Heidegger and Gadamer, what it means to ‘go through an experience’, to ‘learn from experience’ and to ‘become experienced’. Next, and on the basis of the clarification of the concept of experience, the aim is to develop an understanding of the clinical challenges psychoanalysis is facing when it tries to offer a kind of contact that will enable the patient, in the best case scenario, to go through the experiences that she/he has never before permitted her/himself to go through.