This article argues that Hayek's thought had a consistent epistemological core that he developed with the aim of undermining prevailing positivism and replacing it with a metaphysical and spiritualistic philosophy of science. This becomes clear when an intellectual-historical method is used to elucidate Hayek's psychological and methodological works. We see that the approaches and arguments he found most convincing were those of nineteenth-century neo-Kantianisms, Gestalt psychology, vitalism, phenomenology, and theological mathematician Georg Cantor. Hayek thought his spiritual science superior because it explained “the place where the human individual stands in the order of things,” thereby clarifying science's epistemic standpoint, but also its meaning. The article will be of interest to scholars of neoliberalism and contemporary politics because its reading of Hayek suggests that the allegiance between, and apparent attractiveness of, Hayekian and religious conservative thought may have something to do with their common claims to marry order, freedom, and purpose.