Throughout its history, the renowned Kaṭha Upaniṣad has often been described as being both incoherent and contradictory. The aim of this paper is to show to what purpose the text was created. To this end, it discusses the connection of the three paths to salvation depicted in the text, viz. the Agnicayana (a powerful Vedic fire-ritual), the Upaniṣadic method of self-knowledge, and yoga. The first part retraces how in the Upaniṣads, the Agnicayana was transformed into a non-material or mental ritual and linked with self-knowledge. The second part analyses how the various salvation goals (heaven, the World of Brahman, liberation from rebirth) could be related to each other. First, the authors redefined the Agnicayana’s salvation goal, heaven, to make it identical with liberation. Secondly, they introduced self-knowledge and yoga as alternative and equally powerful means to the same end. In practice, however, the new and world-negating methods were implied to be superior to the costly ritual from which they had drawn their authority. Thus, the authors of the Upaniṣad were more concerned with showing continuity between different religious approaches than upholding consistency of content.