We are born and die in the empirical world. We spend our whole lives surrounded by sensible objects, and nothing indicates that our mind should be bothered by things beyond the realm of experience, if they exist at all. However, our mind undertakes precisely this kind of challenge, i.e., it tries to reach the unknown and the unreachable. This poses a question: why would we bother? Why is our mind interested in issues such as things in themselves or God? Why are we trying to attach predicates to them, and, most importantly, why do most of us fall into the trap of thinking that we have a legitimate right to do so? Immanuel Kant identified this phenomenon as the transcendental illusion, which is a tendency to apply concepts beyond their empirical use, even if one is perfectly aware of it.1 Just as the stick submerged in water seems to be curved, applying concepts beyond experience is equally unavoidable, even when one has realised it is an illusion. Even though Kant described in detail the three faculties that later led to empirical cognitions, he did not explicitly state how these faculties, especially the faculties of intuition and understanding, contributed to the rise of transcendental illusion. Consequently, the question this paper aims to answer is: How is transcendental illusion possible?