For Schopenhauer, death, understood as the annihilation of an individual's existence, cannot be successfully accommodated by theories endorsing an optimistic assessment of both human life and the world at large. I argue that Schopenhauer also has reasons to think that optimism cannot adopt personal immortality as a solution to that problem, although he does not present them systematically. Thus, he argues, prolonging one's life would necessarily lead at some point to an unbearable state of exhaustion due to one's unchanging character. (...) Changing one's character infinitely many times in the future would not do either, as Schopenhauer regards that idea as internally inconsistent. Finally, the immortality gained through one's work, one's descendants, or the survival of a part of oneself, while consistent with optimism, could not amount to personal immortality, on Schopenhauer's criteria. I end by discussing the implications of Schopenhauer's criticism for his own view, and a possible reply to it. (shrink)