Based on The idea of Phenomenology, we intend to investigate a path to philosophy overcoming the modern idea that conceives consciousness as a closed container within itself; as such, the field of philosophical inquiry was confined to what is really immanent to consciousness. The transcendental phenomenology opens the reflection to the so-called "enigma of transcendence", considered by Husserl as an "enigmatic concept" worthy of a "fundamental phenomenological meditation." Husserl understands the three described types of transcendence -man, world and God-as an expressed teleological order present in the empirical world, in the development of organisms, culture, and humanity as a whole. From the work Die Krisis, the idea of God (transcendence) is presented as the ultimate justification from the tendency to improvement and realization of moral ends present in teleology as a kind of original form, intuited by transcendental subjectivity. Based on this we conclude that the experience of transcendence is an essential component of human actions, among which is the religious experience. For a better understanding of this issue, the phenomenological reflection should go back to the field of experience which is based on the non-discursive world of life. Thus, it is expected to expand the horizon of the understanding of religious experience.