In two of Kierkegaard’s earliest works, The Concept of Irony and Either/Or, imaginary construction (i.e., thought experiment, or Experiment) is often characterized negatively. However, the three core features of thought experiment shared by Ørsted and Mach also begin to emerge, laying foundations for a more positive view in other works. Kierkegaard’s characterizations of thought experiment indicate that imaginary construction guides mental action. This focus contrasts with the standard emphasis in Kierkegaard scholarship on thought experiment as supplying the concreteness of (empirical) actuality. In The Concept of Irony, Kierkegaard critiques irony as a retreat from reality but also shows it can be used to achieve new kinds of wholeheartedness and unity. In this chapter, I will argue that thought experiments can similarly lead the experimenter away from reality but, like irony, may also be a useful tool for self-development.