An important idea in antiquity was that to engage in philosophy meant more than the theoretical inquiry into fundamental questions, it was also conceived of as a way of life modelled on the philosophical life of Socrates. In a recent article, John Cooper defends the thesis that, for Socrates and his all successors, the philosophical life meant to live according to reason, understood as the exercising of one's capacity for argument and analysis in pursuit of the truth - which he conceives of as wisdom. It is our contention that an inclusion and close reading of Xenophon's testimony casts doubt on Cooper's unified model of Socrates and his conception of philosophy as a way of life. Xenophon's Socrates, we argue, conceived of the philosophical life as essentially the exercise of one's capacity for self-mastery. Moreover, as we interpret Xenophon, it is this self-mastery, not wisdom, which seems to form the basis or core of Socratic ethics. We try to show that for several of Socrates' philosophical successors living a philosophical life meant something much closer to Xenophon's picture of that life than the one Cooper describes.