This chapter addresses why and how, if it is true that pessimism is a psychological condition as opposed to a philosophical belief, Nietzsche takes there to be a requirement to combat pessimism in ways other than the rational-dialectical manner prevalent among philosophers hitherto. The chapter first offers a conceptual analysis of the closely related but distinct notion(s) of ‘nihilism’, before then arguing how the notorious idea of ‘eternal recurrence’ is, contrary to some contemporary interpretations, specifically deployed by Nietzsche as a response to pessimism. The chapter ends by elucidating Nietzsche’s reversion to the view of The Birth of Tragedy that aesthetic experience is solely capable of facilitating life affirmation, and how aesthetic value is not only distinct but also in tension with moral value.