The standard, foundationalist reading of Our Knowledge of the External World requires Russell to have a view of perceptual acquaintance that he demonstrably does not have. Russell's actual purpose in "constructing" physical bodies out of sense-data is instead to show that psychology and physics are consistent. But how seriously engaged was Russell with actual psychology? I show that OKEW makes some non-trivial assumptions about the character of visual space, and I argue that he drew those assumptions from William James's Principles of Psychology. This point helps us take a fresh look at the complex relationship between the two men. In light of this surprising background of agreement, I highlight ways their more general approaches to perception finally diverged in ways that put the two at epistemological odds.