This paper aims to point out some elements concerning the importance of the Essay in shaping Latin American critical thinking. To this end, it proposes to interweave two specific moments. Namely, the theoretical consideration of the epistemological value of the essay advanced by the Frankfurt School Critical Theory, and its particular function for Latin America, drawing on the historical context of Hispanic-American modernism, which covers the period of transit between the nineteenth and twentieth centuries. What is asserted, by means of this relational procedure, is that the use of the essay, a form of knowledge linked to the process of European Enlightenment, was paramount to establish both the lines of action and the very particularity of this region, as well as to base what can be considered a form of Latin American critical thinking. Additionally, this paper argues that its use was a matter of historical awareness.