Nietzsche's writing style is designed to elicit affective responses in his readers. Humour is one of the most common means by which he attempts to engage his readers' affects. In this article, I explain how and why Nietzsche uses humour to achieve his philosophical ends. The article has three parts. In part 1, I reject interpretations of Nietzsche's humour on which he engages in self‐parody in order to mitigate the charge of decadence or dogmatism by undermining his own philosophical authority. In part 2, I look at how Nietzsche uses humour and laughter as a critical tool in his polemic against traditional morality. I argue that one important way in which Nietzsche uses humour is as a vehicle for enhancing the effectiveness of his ad hominem arguments. In part 3, I show how Nietzsche exploits humour's social dimension in order to find and cultivate what he sees as the right kinds of readers for his works.