The overall aim of this dissertation is to discuss the scope as well as the limits of sociological theory. This project is undertaken with the help of Søren Kierkegaard and his unique interpretation of human existence. Taking as its point of departure the existential reality of the single individual (den Enkelte), this study also addresses the fundamental question posed by Georg Simmel, “How is society possible?” It is argued that an answer to this question needs to take into account the existential concepts of choice, authenticity, subjectivity, anxiety, faith, and responsibility.  The strategy – and the implicit method – of this study is to start out from the single individual and gradually move towards society, culture and history. After addressing some theories of everyday life, such as social phenomenology and dramaturgical theory, the investigation moves on to the central sociological problem of how to construct a synthetic theory of the relation between man and society. The final theory to be discussed is the social theory of Jean-Paul Sartre, which can be seen as a reformulation and modification of the Kierkegaardian perspective, now set in dialectical relation to society and history. The main argument of the thesis is that the message that can be found in Kierkegaard’s writings represents both a reminder and a challenge to every sociological project which seeks to achieve a synthesis between individual existence and social reality. Sociological theories can neither account for the existence of the single individual in an exhaustive manner, nor fully integrate this existence into some social system. It is impossible to reduce the existence of individuals to some socially and culturally given lifeworld, because authentic faith and infinite passion constitute an inner experience that is largely hidden from the sociologist observer. A sociological incompleteness theorem is proposed, which states that sociological theories are simply incapable of dealing with certain aspects of human existence. These aspects are, from an ontological point of view, unsettled and not social in nature. This theorem can also be expressed so that there exists a blind spot in every sociological theory that tries to account systematically for the single individual. By focussing attention on the existential tension between choice and inner experience, the sociologist can however push the limits for what can be accomplished with the help of sociological theory.