This article re-assesses classical social theory’s relationship with cosmopolitanism. It begins by briefly reconstructing the universalistic thrust that is core to cosmopolitanism and then argues that the rise of classical social theory is marked by the tension of how to retain, but in a renovated form, cosmopolitanism’s original universalism. On the one hand, as the heir of the tradition of the Enlightenment, classical social theory remains fully committed to cosmopolitanism’s universalism. On the other, however, it needed to rejuvenate that commitment to universalism so that it could work without the normative burden that its traditional natural law elements now represented in the modern context. The article then argues that, in the cases of Karl Marx, Georg Simmel, Emile Durkheim and Max Weber, they all started to differentiate the claim to universalism into three different realms: (1) the normative idea of a single modern society that encompasses the whole of humanity; (2) the conceptual definition of what the social element in modern social relations is; and (3) the methodological justification of how to generate adequate empirical knowledge. The conclusion is that, despite differences and shortcomings, it is precisely this claim to universalism that makes classical social theory classical.