Albert Einstein's attitude towards quantum mechanics—and statistical physics in general—was a puzzle to many of his contemporaries, and has remained a puzzle to the present. Though he made many significant contributions to statistical physics, he continually refused to regard that branch of science as fundamental. The present essay demonstrates that his attitude towards statistical physics was formed during his earliest investigations—between 1901 and 1903. In particular, it is shown that in Einstein's view, statistical laws are based upon non-statistical assumptions. This (...) view influenced much of his later thinking. A few illustrations are offered, concluding with a discussion of his opposition to quantum mechanics. (shrink)