Authoritarian regimes are usually considered something that should be overcome today rather than tomorrow. However, some scholars suggest that states should become ‘strong’ and develop the rule of law before – and not after – democratization. This, it is argued, would also help them to avoid ending up as patrimonial democracies. This would imply that it is the task of the authoritarian regime to improve their state capacity by ‘rationalizing’ the state (in a Weberian sense). Historical examples show that authoritarian-patrimonial (e.g. France and Germany) or authoritarian (e.g. Japan) state leaders can de-patrimonialize their states and introduce more rational-legal forms of domination. But how do such processes work under neopatrimonial rule and the conditions of a capitalist world market? This paper explores this question using the example of Kazakhstan. It draws on political sociology, using Max Weber’s ideal types of patrimonial and rational-legal domination and Norbert Elias’s understanding of process sociology and the ‘royal mechanism’. It is argued that the patrimonial monopoly of power in Kazakhstan is not (only) an aim in itself and that politics in Kazakhstan is not all about maintenance of power and self-enrichment of the elite. In fact President Nazarbaev’s monopoly of power has had highly ambiguous effects. Based on empirical data and field research, the paper shows that this monopoly has created the conditions for Nazarbaev’s project of “conservative modernization” (Bayart 1993). This project aims to ‘modernize’ the economy in order to integrate it better into the world market and rationalize the state while conserving Nazarbaev’s patrimonial domination. At the same time, however, the patrimonial power monopoly has produced a class of neopatrimonial state actors with little interest in change and has created several dilemmas for the President that endanger his project. From this I conclude that the process of conservative modernization is a highly contradictory project. On the one hand, it questions common assumptions about contemporary patrimonial regimes and rentier states; on the other, it shows the difficulties of attempts to create and maintain patrimonial domination while simultaneously ‘rationalizing’ the state and the economy.