McDowell argues that the shortcomings of recent theories of experience are the product of the modern scientistic conception of nature. Reconceive nature, he suggests, and we can explain how perceptual experience can be an external constraint on thought that, moreover, has conceptual import. In this article I argue that McDowell's project is unsuccessful. Those wishing to construct normative theories, including theories of perceptual experience, face the normative trilemma—they must choose one of three styles of theory, each of which exhibits a distinctive weakness. If we view McDowell's approach in light of this choice, we see that he cannot adequately explain the link between experience and the world itself. I conclude that the real problem with theories of experience flows not from scientistic naturalism, but rather from the inconsistent demands we place on normative theories in general.