One aspect of Schopenhauer’s doctrine that the world is will, which can be assessed independently of his more ambitious metaphysical ideas, is the claim that our own agency provides us with a full understanding of causation which then permeates and structures our experience of the world in general. In this chapter, the author argues that this claim can be defended against Hume’s well-known objections because they are based on a volitional theory of voluntary action, which Schopenhauer rightly rejected. Schopenhauer quite plausibly located an immediate experience of causation between at least some kinds of motives and our consequent actions. However, he was wrong in suggesting that this experience might be the source of our understanding of causation since intentional action already presupposes that understanding and cannot provide it. It is more plausible to argue that an understanding of causation is derived from our bodily encounters with material objects.