Drawing on the Weberian spirit, our key problem is trying to understand the irrational rationality of Active Labour Market Policies adopted across the Organisation for Economic Co-operation and Development countries, despite their limited utility. Rather than explaining these as inefficient policy formation or reflecting neo-liberal ideology, we suggest that the experience and governmentality of welfare is historically informed by the idea of purgatory. Drawing from the genealogical impulse in Weber, Foucault and Agamben, and adapting Weber’s concept of ‘world-images’, we suggest that the history of welfare, from workhouses to Active Labour Market Policies, is animated by the purgatorial logic of judging, punishing and purifying individuals. This resonance is clearest in the interpretation that jobseekers give to the time they spend unemployed, but also in political speeches, policy making and the creation of welfare systems. Counter-intuitively, this analysis is drawn from Ireland, a latecomer to Active Labour Market Policies, where the imposition of an increasedly purgatorial conception of welfare is clearly visible.