The first part of the book identifies and analyzes the distinctive way in which the picaresque genre deals with the cognitive value assigned to lived social experience. Mateo Aleman's "Guzman de Alfarache" and Baltasar Gracian's "El Criticon" are examined from this standpoint, paying special attention to significant Baroque concepts, e.g. discourse, cipher, caudal, and ingenio. The second part explores the new challenges that the subject of knowledge faces when confronted with a world perceived as convoluted and in complete disarray ("mundo trabucado"). This section identifies philosophical passages in both Calderon de la Barca's "La vida es sueno" and Sor Juana Ines de la Cruz's "Primero sueno," and argues that the baroque construction of a cognizant subject radically differs from the one outlines and proposed by the later Rationalism. The book offers a new model of Baroque cognitive practices, illuminating the ways that early modern texts challenge the stability of the subject and the comprehensibility of the external world.