This article examines the anthropological cognitive aspects of the contemporary theological thought of Hans Urs von Balthasar, with particular emphasis on the analysis of the relationship between agathology and theodrama. Starting from the Swiss theologian’s theatrical and literary inspirations, the key link between agathology and agogics is established which, in turn, explains why the Basel theologian chose the good as the starting point for his theodramatic reflections. Conversely, it is shown that theodrama cannot be exhausted in theoagatology. In order to understand the depth of theodrama, an extended analysis of the dialogical aspect and the issue of the drama of choice is necessary. However, the essence of theodrama is discovered only when the central role of the paradox related to the problem of mysterium iniquitatis is considered. The theodramatic approach to this mystery and the proposal of the Swiss theologian regarding the positive view of this problem in the light of the indefinite finality paradox immersed in the mystery of the cross are subjected to thorough analysis here.