Supporters of the substantive rule of law state that the concept is compatible with the demands of the formal notion of the rule of law. Indeed, they affirm that those demands represent the basis upon which the substantive concept is built. Basically, those formalities demand that the law must be able to: (a) effectively limit the discretion of public authorities and (b) guide the decision-making processes of citizens. However, elements of the substantive notion of the rule of law, such as the existence of bills of rights directly enforceable by courts, create tensions with the imperatives of legality. This is particularly true concerning judicial discretion. In this context, the author concludes that those who support the substantive notion of the rule of law must either: (a) rethink the concept seeking mechanisms to alleviate the identified tensions within the concept, or (b) build the notion upon different grounds.