Philosophy is witnessing an “Agential Turn,” characterised by the thought that explaining certain distinctive features of human mentality requires conceiving of many mental phenomena as acts, and of subjects as their agents. We raise a challenge for three central explanatory appeals to mental agency––agentialism about doxastic responsibility, agentialism about doxastic self‐knowledge, and an agentialist explanation of the delusion of thought insertion: agentialists either commit themselves to implausibly strong claims about the kind of agency involved in the relevant phenomena, or make (...) appeals to agency which seem explanatorily redundant. The agentialist literature does not contain a clear answer to this Agentialist Dilemma, and we put it forward here as a core challenge for the Agential Turn. But we also accept the fundamental motivation behind the Agential Turn, its critique and rejection of a purely passivist and spectatorial conception of the human mind. We close by urging the recognition of a broader category of rational subjectivity, a category which includes states which are neither active nor passive, but nevertheless form part of a subject's rational point of view on the world. (shrink)