This article argues that neoliberal thought initially positioned itself in relation to classical sociology by developing an economic epistemology in response, on one hand, to Max Weber’s methodological writings, and, on the other, to the positivist sociology of figures such as Auguste Comte. These points of contact between early sociological and neoliberalism are addressed in detail in order to consider the challenges that the latter poses to sociological thought. It is argued that because the neoliberal project developed out of an epistemological and political critique of classical ideas of the ‘social’, this places sociology in a position of strength to advance a critical response to the intellectual basis of neoliberalism.