Elizabeth Anscombe has called the part of the Tractatus dealing with the relation between the will and the world “obviously wrong.” To understand and assess this view, I look at what Wittgenstein, Schopenhauer, and Anscombe say about the will. She is right to reject the view of the will that she calls wrong, but it is possible that Wittgenstein intends his readers to reject it too. Recent work by Anne-Marie Søndergaard Christensen, Eli Friedlander, Modesto Gómez-Alonso, and Michael Kremer helps us to see this, and to understand Wittgenstein’s views on ethics as well. The will, conceived as something distinct from our actions in the world, is indeed a chimaera, as Anscombe argues. Will belongs to what we do. And it is not, as such, something that we can or should reject. If we are to reject anything in this neighbourhood, it is idle wishing that the world would change.