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Okay, so some existentialist philosopher has said that we always choose. Even refraining from choosing is a choice. I think it was Sartre, but I am unable to find the exact quote (if there is one?). Can you guys help me with this?

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(Thanks to virmaior for pointing out the text.)

There's a paragraph on this in Existentialism is a Humanism:

First they tax us with anarchy; then they say, “You cannot judge others, for there is no reason for preferring one purpose to another”; finally, they may say, “Everything being merely voluntary in this choice of yours, you give away with one hand what you pretend to gain with the other.” These three are not very serious objections. As to the first, to say that it does not matter what you choose is not correct. In one sense choice is possible, but what is not possible is not to choose. I can always choose, but I must know that if I do not choose, that is still a choice. This, although it may appear merely formal, is of great importance as a limit to fantasy and caprice. For, when I confront a real situation – for example, that I am a sexual being, able to have relations with a being of the other sex and able to have children – I am obliged to choose my attitude to it, and in every respect I bear the responsibility of the choice which, in committing myself, also commits the whole of humanity. Even if my choice is determined by no a priori value whatever, it can have nothing to do with caprice: and if anyone thinks that this is only Gide’s theory of the acte gratuit over again, he has failed to see the enormous difference between this theory and that of Gide. Gide does not know what a situation is, his “act” is one of pure caprice. In our view, on the contrary, man finds himself in an organised situation in which he is himself involved: his choice involves mankind in its entirety, and he cannot avoid choosing. Either he must remain single, or he must marry without having children, or he must marry and have children. In any case, and whichever he may choose, it is impossible for him, in respect of this situation, not to take complete responsibility. Doubtless he chooses without reference to any pre-established value, but it is unjust to tax him with caprice. Rather let us say that the moral choice is comparable to the construction of a work of art.

(My emphasis.)

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