Robert Musil (1880-1942) and Paul Valéry (1871-1945) dealt with the topic of thinking both on a theoretical level and then in their literary works produced detailed accounts of thought processes. This study first analyses and compares their conceptions of thought and locates these in contemporary psychological and philosophical theories of thought. It then carries on to examine Musil’s and Valéry’s literary presentations of thinking and demonstrates the relations between their theoretical concepts and their creative writing processes.