We explain the concept of dilemmas and how they underpin the logic of interpretive comparison. Existing work in interpretive theory refers mainly to ‘Big-D’ dilemmas that focus on ideational conflicts between traditions such as the clash between neoliberalism and state ownership. We add the notion of ‘small-d’ dilemmas that focus on the everyday, the routine and the mundane, choices, ‘court’ politics and realpolitik. We suggest that empirical, comparative, interpretive social science research revolves around the process of identifying the dilemmas that actors experience and the ways they respond to them, and puzzling about whether they vary according to the traditions in which they are situated. We suggest rules of thumb for identifying dilemmas.