Kant

So it is natural to speak of a category of all categories, which we call CAT, the objects of which are all the categories, and the arrows of which are all the functors. This raises genuine problems. Is CAT a category in itself? Our answer here is to treat CAT as a regulative idea; that is, an inevitable way of thinking about categories and functors, but not a strictly legitimate entity. (Compare the self, the universe, and God in Kant 1781.) Of course, general category theory applies to CAT, and this category that we do not quite believe in is the single one that we investigate the most.

1995, Colin McLarty, Elementary Categories, Elementary Toposes, →ISBN, page 5