The author analyzes the characteristics of the allegory that Baltasar Gracián unfolds widely in the work The Criticón establishing interesting comparisons with the allegory notion that Walter Benjamin develops in his book Ursprung des deutschen Trauerspiels. The open defense that Benjamin makes of the calderonian theater front to german Trauerspiel allows to extend this defense not only to the baroque development of the allegory like expression but to other aspects like the immanent moral, the dialectic one of the theatricality, the temporality or the mystification in the opus magna of Gracián.