Sir Kenelm Digby (1603–65) spent the year 1628 as a privateer in the Mediterranean. During his time at sea he not only performed notable feats of heroism but wrote an autobiographical romance titled Loose Fantasies on the island of Milos. This essay offers a new account of the historical significance of Digby’s voyage and of the literary activities woven through it. His decision to sail to the Mediterranean is placed within the context both of his individual biography and of the upsurge of nostalgia for Elizabethan naval prowess in the 1620s. Digby’s choice to name his alter ego in Loose Fantasies Theagenes, after the hero of Heliodorus’s Aethiopica, suggests his indebtedness to a specific romance tradition: Heliodoran romances hinged upon the nature of interruption, which could both drive and endanger their dilatory narratives, and Digby adopted and transformed the term, construing interruption only as a threat to be averted. This was one of several textual strategies that he employed in order to ensure the success of his voyage and especially to nullify the charges of piracy repeatedly leveled against him. In doing so he did not simply write a romance based on his own life but strove to live his life as a romance.