In a series of much discussed articles and books, William Lane Craig defends the view that the past could not consist in a beginningless series of events. In the present paper, I cast a critical eye on just one part of Craig's case for the finitude of the past – viz. his philosophical argument against the possibility of actually infinite sets of objects in the ‘real world’. I shall try to show that this argument is unsuccessful. I shall also take a close look at several considerations that are often thought to favour the possibility of an actual infinite, arguing in each case that Craig's response is inadequate.