For four hundred years, Shakespeare’s commentators have always found enigmatic the sentence uttered by Ophelia in Hamlet: “They say the owl was a baker’s daughter.” Proverb, snippet of a tale, or title of a legend? Neither the tragedy’s context, nor those—king or queen— who reply to “White Ophelia,” nor the words that follow help understand its meaning. This paper, inscribed within the line of Daniel Fabre’s work on the relationships between anthropology and literature, offers a few hypotheses on this strange association—if not a phantasmagoric link—in this sentence, which might find its origin as much in Welsh or Gypsy folkloric tales as in Ancient Rome, and contradicts the idea that it is only a manifestation of Ophelia’s madness.