As quoted in Out of the Mouths of Mathematicians : A Quotation Book for Philomaths (1993) by Rosemary Schmalz. 
Context: I have never proceeded from any Genus supremum of the actual infinite. Quite the contrary, I have rigorously proved that there is absolutely no Genus supremum of the actual infinite. What surpasses all that is finite and transfinite is no Genus; it is the single, completely individual unity in which everything is included, which includes the Absolute, incomprehensible to the human understanding. This is the Actus Purissimus, which by many is called God.
I am so in favor of the actual infinite that instead of admitting that Nature abhors it, as is commonly said, I hold that Nature makes frequent use of it everywhere, in order to show more effectively the perfections of its Author. Thus I believe that there is no part of matter which is not — I do not say divisible — but actually divisible; and consequently the least particle ought to be considered as a world full of an infinity of different creatures.
                                    
“The actual infinite arises in three contexts: first when it is realized in the most complete form, in a fully independent otherworldly being, in Deo, where I call it the Absolute Infinite or simply Absolute; second when it occurs in the contingent, created world; third when the mind grasps it in abstracto as a mathematical magnitude, number or order type.”
As quoted in Mind Tools: The Five Levels of Mathematical Reality (1988) by Rudy Rucker. ~ ISBN 0395468108
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Georg Cantor 27
mathematician, inventor of set theory 1845–1918Related quotes
"Logical and Mathematical Thought?" in The Monist, Vol. 20 (1909-1910), p. 69
As quoted in Infinity and the Mind (1995) by Rudy Rucker.
                                        
                                        Journal Intime (1882), Quotes used in the Introduction by Ward 
Context: There is no repose for the mind except in the absolute; for feeling except in the infinite; for the soul except in the divine. Nothing finite is true, is interesting, is worthy to fix my attention. All that is particular is exclusive, and all that is exclusive repels me. There is nothing non-exclusive but the All; my end is communion with Being through the whole of Being.
                                    
Source: Die Mathematik die Fackelträgerin einer neuen Zeit (Stuttgart, 1889), p. 94.
Grundlagen einer allgemeinen Mannigfaltigkeitslehre [Foundations of a General Theory of Aggregates] (1883)
War with Honour http://books.google.com/books?id=QmQDAAAAMAAJ&q="I+wrote+somewhere+once+that+the+third+rate+mind+was+only+happy+when+it+was+thinking+with+the+majority+the+second+rate+mind+was+only+happy+when+it+was+with+the+minority+and+a+first+rate+mind+was+only+happy+when+it+was+thinking", Macmillan War Pamphlets, Issue 2 (1940).
Encountering Directors interview (1969)