This article develops an unconventional perspective on the utilitarianism of Bentham and Mill in at least four areas. First, it is shown that both authors conceived of utility as irreducibly multi-dimensional, and that Bentham in particular was very much aware of the ambiguity that multi-dimensionality imposes upon optimal choice under the greatest happiness principle. Secondly, I argue that any attribution of intrinsic worth to any form of human behaviour violates the first principles of Bentham's and Mill's utilitarianism, and that this renders both authors immune to the claim by G. E. Moore that they committed a ‘naturalistic fallacy’. Thirdly, in light of these contentions, I find no flaw in Mill's ‘proof of utility’. Fourthly, I use the notion of intrapersonal utility weights to provide an interpretation of Mill's qualitative hedonism that is entirely consistent with his value monism.