The Mystery of Choice is a collection of short stories by Robert W. Chambers, author of The King In Yellow and The Maker of Moons. Published by D. Appleton, New York, in 1897. Distinguished by an atmospheric use of natural scenery, the stories are mostly set in Breton in France. The macabre and eerie feature throughout. The last story was later incorporated into the episodic novel In Search of the Unknown. The first edition omitted the title of "The Key to Grief" in its contents list.