The aim of this paper is to analyze Dimitry Gawronsky’s doctrine of actual infinitesimals. I examine the peculiar connection that his critical idealism establishes between transcendental philosophy and mathematics. In particular, I reconstruct the relationship between Gawronsky’s differentials, Cantor’s transfinite numbers, Veronese’s trans-Archimedean numbers and Robinson’s hyperreal numbers. I argue that by means of his doctrine of actual infinitesimals, Gawronsky aims to provide an interpretation of calculus that eliminates any alleged given element in knowledge.