This paper examines some of the work of Walter Benjamin in the philosophy of history. It suggests that his work, including the famous “Theses on the Philosophy of History” contains important insights of interest to those engaged in reflections on history. Benjamin was concerned to argue against what he saw as the distorting effect of certain views in the philosophy of history and a belief in progress which he saw as having damaging practical effects. In this he was quite right. However, the importance of his work lay primarily not in philosophy of history in an analytical sense of the term, but in the substantive sense, that is, the sense in which claims are made concerning the directionality of the historical process. Benjamin sought to show that in this sense of the term, it was important to avoid belief in the necessity of progress. However, I argue that he overstated his case in his determination to avoid a philosophy of history committed to belief in progress. His implicit claim that a merely negative philosophy of history is possible proves to be an illusion because (whether negative or positive), a philosophy of history makes presuppositions about the directionality of history (or its absence) which go beyond the empirical evidence.