This article revisits the claim, largely accepted within the sociological community for over thirty years now, that classical sociologists had no clear concept of the nation-state and thus were unable to conceptualize its rise, main features and further development in modernity. In contradistinction to this standard view, which in current debates receives the name of methodological nationalism, I advance a re-interpretation of classical sociology's conceptualization of the nation-state that points towards what can be called the opacity of its position in modernity. Marx understood the historical elusiveness of the nation-state as he believed that it had already passed its heyday as political struggles were fought between Empires and the Commune. Weber captured the sociological equivocations that arose from the historical disjuncture between the nation and the state. And Durkheim, finally, tried to come to terms with the nation-state's normative ambiguity via the immanent tension between nationalism and cosmopolitanism. The conclusion is that, even if not thoroughly unproblematic, classical sociologists were able to avoid the reification of the nation-state's position in modernity precisely because they were not obsessed with conceptualizing modernity as such from the viewpoint of the nation-state.