Wittgenstein’s remark in section 304 of the _Investigations_ that a sensation “is not a something, but not a nothing either” has often been connected with his critique of the “picture of an inner process”, and there is a temptation to read “something” as meaning “something private”. I argue that his remark should be taken more at face value, and that we can understand its purport via a consideration of the notion of _consisting in_. I explore this multi-faceted notion and its (...) connection with the Context Principle, beginning with the case of certain “propositional attitudes” and moving on to sensations. Wittgenstein was right to think it a philosophical prejudice to say that X’s being in pain, say, must consist in, be constituted by, something. (shrink)