Although quantum mechanics, as a physical theory, has been well understood for more than 60 years, its ontological implications have remained unsettled. Physicists, in general, have not been interested in questions concerning the basic nature of reality.Wolfgang Pauli was the most consistent representative of the "complementarity philosophy" characteristic of the Copenhagen interpretation of quantum mechanics. The article is based on the study of Pauli's correspondence which essentially clarifies his very short epistemological articles.Pauli especially emphasizes the irrationality of reality, which we meet in individual events, if laws governing phenomena are not deterministic but statistical. This opens a view into the nature of reality, which after Pauli's death has remained in the shadow of purely rationalistic approaches. Some implications of the irrationality of reality are described, especially the complementarity of physics and psychology.