Conceptual limitations restrict our epistemic options. One cannot believe, disbelieve, or doubt what one cannot grasp. I show how, even granting an epistemic ought-implies-can principle, such restrictions might lead to epistemic dilemmas: situations where each of one’s options violates some epistemic requirement. An alternative reaction would be to take epistemic norms to be sensitive to one’s options in ways that ensure dilemmas never arise. I propose, on behalf of the dilemmist, that we treat puzzlement as a kind of epistemic residue, (...) roughly analogous with guilt, appropriate only when one has violated an epistemic requirement. Sometimes, in bumping up against the limits of one’s concepts, it is appropriate to be puzzled no matter what one believes. Puzzlement can thus play the same role in an epistemic dilemmist’s theory that guilt plays in the theories of many moral dilemmists. (shrink)