In the last nearly twenty years, Raymond Boudon’s works have tended to support and illustrate the concept of « cognitive rationality. » This brief article aims to show both the fruitfulness of this concept, in particular the fact that it enables us to get beyond the aporia of Weberian « axiological » rationality, but also its limitations for a sociological paradigm of action. The article proposes to supplement Boudon’s approach in the latter domain by a « pragmatic » rationality inspired by Durkheim’s approach to religious beliefs, a type rationality characteristic of objectively rational yet non-reasoned social behavior.