The originality, importance and contribution of Bentham’s fictionalism to our ideas of the world and society can scarcely be overstated. Nonetheless, his theory of real and fictitious entities still remains largely unexplored and deserves much more attention than it has hitherto received. This chapter investigates Bentham’s fictionalism in order to understand better the philosophical foundations of the way in which we constitute and structure the world in which we live and interact. Conceptual notions are contrivances aimed at settling the problem of enabling human beings to think, communicate and act. On the one hand, they are instrumental in our image of the world, giving an order and making sense of experience; on the other, they claim to orient and direct people’s behaviour. The activity of the human mind basically consists in creating an artificial framework without which knowledge and action, and more generally social life, would be impossible.