Gustav Theodor Fechner is perhaps one of the greatest intellectual enigmas of the eighteenth century. He seemed to be involved in so many different and sometimes contradictory fields that it was difficult to identify a common thread in his work. He was trained as a medical doctor but became a professor of physics after conducting groundbreaking research into electricity, and he was also greatly inspired by the dying Persian religion of Zoroastrianism. At the same time, he is also frequently seen as one of the first to turn psychology into an empirical science. His body of work was, however, so large and varied that it can easily be seen as impossible to bring it all together. The purpose of this chapter is to make some of these contradictions in Fechner’s work more coherent and to identify which factors are linked. The basic hypothesis is that Fechner’s emphasis on “music as the direct factor” may be one of the keys to finding these connections. The method used is to focus on some of his main works that seem to overlap and to pick out the few clues in them that point beyond these works and into other parts of his authorship. One of the most important findings is that there is a crucial key in his work on Zoroastrianism. Zend-Avesta from 1851 is not primarily about this extinct Persian religion, but about the idea that everything belongs together. This principle forms the basis of Elemente der Psychophysik from 1861. Even though everything belongs together, our fate is that we cannot see this connection because our subjective encapsulation prevents us from experiencing the world as anything other than an object. Even though objects can be measured and weighed, our internal mental processes are not objects but processes within a subject. They cannot be weighed and measured. The connection between them can consequently only be achieved by pointing to coincidences. This is why functional mathematics and music are important. Mathematics gives us the opportunity to demonstrate correlations between the physical and mental worlds, and music gives us access to the underlying mental processes that govern language and thinking.