This book proposes a comparative approach to the supernatural short stories of Machado de Assis, Henry James and Guy de Maupassant. It offers an alternative to predominantly novel-centric and Anglo-centric perspectives on literary pre-modernism by investigating a transnational and multilingual connection between genre, theme and theory, i.e., between the modern short story, the supernatural and the problem of knowledge. Incorporating a close analysis of the literary texts into a discussion of their historical context, the book argues that Machado, James and Maupassant explore and reinvent the supernatural short story as a metafictional genre. This modernized and innovative form allows them to challenge the dichotomies and conventions of realist and supernatural fiction, inviting their past and present readers to question common assumptions on reality and literary representation.