The 1587–90 diary of Richard Rogers, housed in Dr. Williams’s Library in London, is well known for its historical significance but rarely examined for its formal particulars and rhetorical gestures. This is unfortunate; the diary is the earliest complete example of Puritan self-examination diaries in England, and Rogers—both through his diary and his companion devotional manual, The Seven Treatises—was especially influential for seventeenth-century Puritans on both sides of the Atlantic. The diary proves to be an exemplary text of Puritan experiential writing not only for its insight into the psychology of the devout but also, I argue, for its illustration of the relationship between writing, emotional expression, and religious joy. Rogers’s diary allows us to see Puritan self-writing as an exercise in emotional health and religious testimony, taking daily events and sorrowful realities and, through the process of writing, turning them into sanctified, if momentary, present emotional experiences. By placing Rogers’s diary alongside his popular devotional manual The Seven Treatises, which prescribes daily examination as a means to joyful living and increased devotion, I read Rogers’s diary as mediating religious emotion, expression, and belief. Beginning with sorrow, the default emotional state of the Puritan, Rogers soon writes himself into a state of “sweet peace” by effusive expressions of praise, wonder, and confirmation. Each entry participates in this process so that daily writing becomes a repeatable exercise in rejoicing. This reading not only impels us to rethink the narrative design of religious self-writing, but it also helps explain how Puritan communities encouraged “spiritual exercises” through the practice of everyday spiritual life in sixteenth- and seventeenth-century England.