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Projective identification is a concept of psychoanalytic psychology that is extensively used within clinical practice and with wide extra-clinical application. It is, however, under-theorized within psychoanalysis, and as a concept acquired through clinical practice it is not easily accessible to other disciplines. Drawing on Kleinian psychoanalysis, I provide a philosophical explanation of projective identification as it occurs in the clinical interaction, in terms of the linking of the imaginations of patient and analyst by the patient's speech behavior and the analyst's response. I show how the patient communicates his feeling to the analyst through a speech act and how the receptive act of imagining this provokes in the analyst forms part of her countertransference. Reflection on her countertransference response enables her to understand and interpret the patient's 'thick communication' of his unconscious state of mind.