The article discusses the problem of the possibility of knowing the future, especially the future of social phenomena compared with the future of natural ones. This problem is formulated as a dilemma: the future can be explored or can be only constructed. The idea of constructive character of knowledge of the future is viewed in two possible interpretations.The first one is a special case of the constructivist interpretation of knowledge, according to which different pictures of the future are arbitrarily constructed (...) on the basis of information about the past and current state. The second interpretaion can be presented in the form of a praxeological question: what should be an action in relation to the future, first and foremost to the future of social phenomena - cognitive or creative. It is shown that, in the first case, there is an ability to interpret knowledge of the future from the point of view of epistemological realism, in the second case, both cognitive and creative types of activity as a pragmatic position in relation to the future are necessary and cognitive activity cannot be reduced to creative one. It is also shown that forecaster’s dilemma reflects the problematic nature of forecasting under the conditions of transformation of scientific rationality and point of view of common sense, which is observed in recent decades. (shrink)