In the middle of the nineteenth century, advances in experimental psychology and the physiology of the sense organs inspired so-called ‘Back to Kant’ Neo-Kantians to articulate robustly psychologistic visions of Kantian epistemology. But their accounts of the thing in itself were fraught with deep tension: they wanted to conceive of things in themselves as the causes of our sensations, while their own accounts of causal inference ruled that claim out. This paper diagnoses the source of that problem in views of one Neo-Kantan, F. A. Lange, and argues that it is solved only by Ernst Mach. No less than Lange and other Neo-Kantians, Mach was inspired to develop a psychologistic account of the foundations of knowledge, but his account also includes a coherent denial of things in themselves’ existence. Finally, this paper uses this account of Lange and Mach on things in themselves to illuminate Mach's relation to a certain strain of the Neo-Kantian philosophy of his own time: his views constitute a more fully coherent version of the psychologistic theory of knowledge Back to Kant figures tried to articulate.