This essay reconstructs the relationship between critique and theory constitutive for Critical Theory. Based on Max Horkheimer's 1937 program, the first part shows that "critical behaviour" must, on the one hand, seek proximity to social practice. On the other hand, such behaviour is dependent on the distance from its object that all "theoretical work" entails. Since the inception of a genuinely critical theory in the early works of Karl Marx, the proximity to practice goes hand in hand with the demand to work towards its change, implying a proximity to political movements. The second part shows that, for historical reasons, Horkheimer's program distances itself from such movements. The third part interprets this dialectical attitude towards social practice as conditioning the peculiar – ideology-critical – capacity of Critical Theory. In conclusion, the fourth part problematises two current tendencies towards dissolving said dialectics: a return to what Horkheimer calls traditional theory on the one hand, and the abandonment of the demanding social-theoretical program in favour of political positioning on the other.