“But you have correctly grasped the drawback that the continuum brings. If the molecular view of matter is the correct (appropriate) one, i.e., if a part of the universe is to be represented by a finite number of moving points, then the continuum of the present theory contains too great a manifold of possibilities. I also believe that this too great is responsible for the fact that our present means of description miscarry with the quantum theory. The problem seems to me how one can formulate statements about a discontinuum without calling upon a continuum (space-time) as an aid; the latter should be banned from the theory as a supplementary construction not justified by the essence of the problem, which corresponds to nothing “real”. But we still lack the mathematical structure unfortunately. How much have I already plagued myself in this way!”
It's from a 1916 letter to Hans Walter Dällenbach, a former student of Einstein. (Unfortunately the letter is not available online.) I hadn't been aware Einstein thought (at least then) that a continuous space-time is not “real.” It's an interesting piece of history.