This chapter analyzes Stages on Life’s Way as an extended thought experiment. Though it has some similarities with a literary work of art and is sometimes called a novel, I distinguish extended thought experiment narratives like Stages from literary novels. I will show how Stages, like Repetition, embodies and develops Ørsted’s core elements of variation, active constitution, and the pursuit of genuine thought. I will also contrast Stages as a “psychological experiment” with the field of empirical psychology emerging in the 1800s. Against increasing interest in empirical observation, Kierkegaard’s thought experiments direct attention to what is not outwardly observable.