This little essay suggests a fascinating conjecture about the mystery of existence, described and formalized through the new Theory of the Transcendental Reality (TTR). A logical and rational proposition of metaphysic-science discipline: the new model of interpretation of reality that the author hopes can be considered over the years to come. This new analytical proposal of the transcendent world uses concepts of elemental logic to draw, in a rational way and above all understandable to anyone, a transcendent explanation of our origins and of the great mystery of our existence. By subsequent using scientific analysis where possible, or simply objective and reasonable observations, and not just fideistic, recognizes and identifies, in the only real world we know, the related effects that can be attributed to the primary causes drawn by the same transcendental model proposed. The TTR Theory can be a valid reference model that can be used by all areas of thought, be they religious, scientific or paranormal, or only of popular roots, to rationally and definitively address the mystery of our existence.