This essay examines the method and context that underlie Josiah Royce's The Spirit of Modern Philosophy (SMP). I locate this work among Royce's German influences, and I argue that SMP represents a considerable departure from his early Neo-Kantianism. In the concluding sections, I outline the ethical approach to historiography that Royce practices in SMP. Focusing on his polemic against Hans Vaihinger, I then draw from Royce some suggestions concerning how we should study and write the history of philosophy.