This article deals with Moritz Schlick's critical realism and its sources that dominated his philosophy until about 1925. It is shown that his celebrated analysis of Einstein's relativity theory is the result of an earlier philosophical discussion about space perception and its role for the theory of space. In particular, Schlick's “method of coincidences” did not owe anything to “entirely new principles” based on the work of Einstein, Poincaré or Hilbert, as claimed by Michael Friedman, but was already in place before these principles were developed. The first part of the article is devoted to Alois Riehl's critical realism—a neo-Kantian variant which rejects the dominant interpretation of the thing-in-itself as a mere limiting concept and takes empirical theories of space perception into consideration. The second part deals with the central role of “Psychological Parallelism” for Riehl and its integration with Kant's epistemology. In the third part it is shown that Schlick's theory of knowledge is based on Riehl's intricate reworking of Kantian epistemology, physiological psychology, theory of sense perception and philosophy of mathematics. The conclusion stresses the position of the unity of consciousness in Riehl's philosophy which Schlick admittedly cannot cope with.