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Gerald Holton has famously described Einstein’s career as a philosophical “pilgrimage”. Starting on “the historic ground” of Machian positivism and phenomenalism, following the completion of general relativity in late 1915, Einstein’s philosophy endured (a) a speculative turn: physical theorizing appears as ultimately a “pure mathematical construction” guided by faith in the simplicity of nature and (b) a realistic turn: science is “nothing more than a refinement ”of the everyday belief in the existence of mind-independent physical reality. Nevertheless, Einstein’s mathematical constructivism that supports his unified field theory program appears to be, at first sight, hardly compatible with the common sense realism with which he countered quantum theory. Thus, literature on Einstein’s philosophy of science has often struggled in finding the thread between ostensibly conflicting philosophical pronouncements. This paper supports the claim that Einstein’s dialog with Émile Meyerson from the mid 1920s till the early 1930s might be a neglected source to solve this riddle. According to Einstein, Meyerson shared (a) his belief in the independent existence of an external world and (b) his conviction that the latter can be grasped only by speculative means. Einstein could present his search for a unified field theory as a metaphysical-realistic program opposed to the positivistic-operationalist spirit of quantum mechanics.