This paper focuses on the relations among critique, destruction and negation, on the one hand, and creation, affirmation, love, and care on the other, in Nietzsche’s writings from Daybreak to Zarathustra. In doing this, it traces a movement in Nietzsche's thought that can be understood as an integration of critique in the process of affirmation, which consolidates in Nietzsche’s project of self-overcoming. In contrast to readings that use the metaphor of art and the creativity of the artist, this paper presents (...) pregnancy as a cipher to understand Nietzsche’s project as well as the dynamics that are involved. A key issue addressed throughout the entire paper concerns the way in which Zarathustra says that he loves those who want their own downfall (Untergang) and go “zu Grunde” (or perish). To fully grasp the meaning of these rather puzzling utterances, the paper analyzes Nietzsche's engagement with Pascal (as a very particular case of “going under”). (shrink)