• "I am working in Paris. I cannot for a single day get the thought out of my head that there probably exists something essential, some immutable reality, and now that I have lost everything else (thank God, it gets lost all on its own) I am trying to preserve this and, what is more, not to be content. In a word: I am working".
• "I adore the theater and I am a painter. I think the two are made for a marriage of love. I will give all my soul to prove this once more".
• "The stars were my best friends. The air was full of legends and phantoms, full of mythical and fairy tale creatures, which suddenly flew away over the roof, so that one was at one with the firmament".
• "Un quadro deve fiorire come qualcosa di vivo. Deve afferrare qualcosa di inafferrabile: il fascino e il profondo significato di quello che ci sta a cuore".
• "Neither Imperial Russia, nor the Russia of the Soviets needs me. They don't understand me. I am a stranger to them. I'm certain Rembrandt loves me".
• "My works are dear to me, each in its own way, I shall have to answer for them on the Day off Judgement. God alone knows whether I shall ever see them again. Quite apart from the money which I was going to receive for their sale there (exhibition in Gallery Der Sturm, Berlin June-July, 1914) and it is no small sum.."
• "Art is foremost a state of mind, and only secondarily a problem of form".
• "Tutti i colori sono gli amici dei loro vicini e gli amanti dei loro opposti"
• "Mia soltanto è la patria della mia anima. Vi possono entrare senza passaporto e mi sento a casa; essa vede la mia tristezza e la mia solitudine ma non vi sono case: furono distrutte durante la mia infanzia, i loro inquilini volano ora nell’aria in cerca di una casa, vivono nella mia anima".