This paper offers an introduction to Hermann Cohen's Das Princip der Infinitesimal-Methode (1883), and recounts the history of its controversial reception by Cohen's early sympathizers, who would become the so-called 'Marburg school' of Neo-Kantianism, as well as the reactions it provoked outside this group. By dissecting the ambiguous attitudes of the best-known representatives of the school (Paul Natorp and Ernst Cassirer), as well as those of several minor figures (August Stadler, Kurd Lasswitz, Dimitry Gawronsky, etc.), this paper shows that Das Princip der Infinitesimal-Methode is a unicum in the history of philosophy: it represents a strange case of an unsuccessful book's enduring influence. The "puzzle of Cohen's Infinitesimalmethode," as we will call it, can be solved by looking beyond the scholarly results of the book, and instead focusing on the style of philosophy it exemplified. Moreover, the paper shows that Cohen never supported, but instead explicitly opposed, the doctrine of the centrality of the 'concept of function', with which Marburg Neo-Kantianism is usually associated.