This chapter seeks to make a contribution to the growing interest in Nietzsche's relation to traditions of therapy in philosophy that has emerged in recent years. It is in the texts of his middle period (1878–82) that Nietzsche's writing comes closest to being an exercise in philosophical therapeutics, and in this chapter I focus on Dawn from 1881 as a way of exploring this. Dawn is a text that has been admired in recent years for its ethical naturalism and for its anticipation of phenomenology. My interest in the text in this chapter is in the way it revitalises for a modern age ancient philosophical concerns, notably a teaching for mortal souls who wish to be liberated from the fear and anguish of existence, as well as from God, the ‘metaphysical need’, and romantic music, and are able to affirm their mortal conditions of existence. As a general point of inspiration I have adopted Pierre Hadot's insight into the therapeutic ambitions of ancient philosophy which was, he claims, ‘intended to cure mankind's anguish’ (for example, anguish over our mortality). This is evident in the teaching of Epicurus which sought to demonstrate the mortality of the soul and whose aim was, ‘to free humans from “the fears of the mind”.’ Similarly, Nietzsche's teaching in Dawn is for mortal souls. In the face of the loss of the dream of the soul's immortality, philosophy for Nietzsche, I shall show, has new consolations to offer in the form of new sublimities. Indeed, for Nietzsche it is by reflecting, with the aid of psychological observation, on what is ‘human, all too human’, that ‘we can lighten the burden of life’ (HH 35). Nietzsche's thinking in Dawn contains a number of proposals and recommendations of tremendous value to philosophical therapeia, including (a) a call for a new honesty about the human ego and human relations, including relations of self and other and love, so as to free us from certain delusions; (b) the search for an authentic mode of existence which appreciates the value of solitude and independence; (c) the importance of having a rich and mature taste in order to eschew the fanatical. After an introduction to Nietzsche's text the chapter is divided into two main parts. In the first main part I explore various aspects of his conception of philosophical therapy, including purification of the higher feelings and liberation from the destructive effects of ‘morality’ and Christianity. In the second main part I explore his conception of ‘the passion of knowledge’, which is the passion that guides modern free spirits as they seek to overcome the need of religion and constraints of ‘morality’, and to access the new sublimities of philosophy.