Nietzsche’s “perspectivism” has often invited the charge of relativism. I give a reading of GM III 12 in order to show, on the contrary, that perspectivism is in part a claim about how best to seek knowledge. I argue that perspectivism consists of two claims, one descriptive and one prescriptive. The first claim describes the nature of enquiry; it is that enquiry is guided and shaped by the affects. The second is a prescriptive claim about how we ought to enquire given that the descriptive claim is true. It is that we can enquire better if we approach a subject-matter in a way that is affectively-engaged, rather than affectively-detached. I argue that affective-engagement can benefit enquiry in two ways. First, Nietzsche thinks that affective states cause us to adopt moral and philosophical views. By attending to our affects, we can gain knowledge of the states that give rise to those views. Second, we can gain knowledge of why we hold a given moral/philosophical view when, instead of ignoring our affects, or letting them guide us unconsciously, we attend to them directly. Thus, perspectivism involves an injunction to probe our intuitions about a given subject-matter for the sake of knowledge.