Preferences of the decision-makers are always constrained, but opinions in the field of International Relations (IR) differ on whether in terms of foreign policy decision-making these constraints lie more on a systemic or a domestic level. The proposed paper follows the approach of the constructivist school of IR that does not consider the state preferences as fixed, as realism argues, but sees them as socially constructed. The paper aims to show that even under high external pressures domestic factors do play a role in explaining states’ foreign policy actions. The paper explores the domestic level of social construction, focusing on the relationship between the decision-maker and the society and how this relationship can explain how state foreign policy practices become either thinkable or unthinkable. The aim of the paper is to explore a situation where resisting systemic pressures would be, within the understanding of rational calculations of material capabilities, particularly problematic. Hence, the paper will explore the foreign policy decision-making of Finland in autumn 1939 with regard to the Soviet demands that included territorial concessions and a military base on Finnish territory. The paper will suggest that in order to understand why Finland, in contradiction with the realist understanding on state behaviour under high systemic constraints, did not agree to the demands and ended up in a war, the domestic constraints that influenced decision-makers’ preference formation must be explored.