This study focuses on the cultural and poetic construction of autobiographical texts written by German-speaking exile authors between 1933 and 1945. It examines how these exile authors artistically reconstructed or constructed the lost world of yesterday, with the question of the modernity of literary autobiographies at its core: to what extent did the exile authors translate the cultural aporias of their time into a critical epistemological poetics of modernity? The detailed analyses of three representative examples—the autobiographies of Stefan Zweig, Heinrich Mann, and Alfred Döblin—demonstrate how the three authors represented heterogeneous poetic positions that reflect their individual responses to the loss of meaning in exile, which must also be understood in the context of the loss of totality and the longing for totality in modernity.