In Out of This World, Peter Hallward argues that Deleuze's philosophy is, in spite of its proclaimed Nietzscheanism, intrinsically nihilistic. This article defends Deleuze against this accusation by reassessing his relationship to Nietzsche. I argue that both thinkers pose a similar problem, that of agency, and that the modus operandi of both for solving it relies on viewing agency as experimentation. The paper highlights the strong pragmatic dimension at play in Deleuze's philosophy: Deleuze aims to penetrate increasingly deeply into this (...) very world and to provide us with tools for intensifying our sensitivity to and engagement with it. To bring this into view, I offer a parallel reading of Nietzsche's and Deleuze's account of the production of our empirical experience, their critical stance towards such experience, and their means of overcoming it by engaging fully with problematic aspects of reality. (shrink)