Robert Pippin has recently raised what he calls ‘the Montaigne problem’ for Nietzsche's philosophy: although Nietzsche advocates a ‘cheerful’ mode of philosophizing for which Montaigne is an exemplar, he signally fails to write with the obvious cheerfulness attained by Montaigne. We explore the moral psychological structure of the cheerfulness Nietzsche values, revealing unexpected complexity in his conception of the attitude. For him, the right kind of cheerfulness is radically non-naïve; it expresses the overcoming of justified revulsion at calamitous aspects of (...) life through a reflective, higher-order affirmative attitude. This complex notion of cheerfulness turns out to have roots in Montaigne himself, and it must be thought of as a kind of second nature cultivated through practice, as a kind of second nature. Understanding the meaning of cheerfulness thereby sheds light on the conception of philosophy as a way of life in both Nietzsche and Montaigne. (shrink)