The Mystery of Choice is a collection of short stories by American writer Robert W. Chambers, published by D. Appleton in 1897.

Distinguished by an atmospheric use of natural scenery, the stories are mostly set in French region of Brittany.

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.

This article about a collection of short stories published in the 1890s is a stub.