Depth psychology developed in the early part of the twentieth century as an empirical science of the unconscious. Through studying the nature of the psyche and the conscious-unconscious dynamic, Jung's depth psychology aimed, in part, at reconciling science and religious experience. Composed around the second to fifth century of the current era, Patañjali's Yoga Sutra is both a classic of Eastern and world thought, formulating one of six orthodox Hindu philosophies situated within the Upanisadic and Brahmanic tradition. In the domains of psychology and philosophy, comparing the work of Jung and Patañjali in particular and Eastern and Western ideas in general offers a rich source of deep discussion in relation to the nature of consciousness, the reality of thought, dualistic and non-dualistic worldviews, and religious experience. Science still knows very little about how thought is produced, correlated with our neuronal hardware, or related to reality.