Are the generalizations of classical equilibrium thermodynamics true of self-gravitating systems? This question has not been addressed from a foundational perspective, but here I tackle it through a study of the “paradoxes” commonly said to afflict such systems. My goals are twofold: (a) to show that the “paradoxes” raise many questions rarely discussed in the philosophical foundations literature, and (b) to counter the idea that these “paradoxes” spell the end for gravitational equilibrium thermodynamics.