In this review, I consider Paul Katsafanas’s attempt to provide a constitutivist defense of ethics, informed by his rich and original reconstruction of Nietzsche’s theory of agency. In particular, I focus on the ambition to combat nihilism (conceived as a special brand of ethical skepticism), by offering a vindication of the authority of ethical values. I offer some reasons to question the viability of this strategy in general, as well as some considerations concerning the dispute between Nietzsche and Schopenhauer, which lead me to wonder about attributing such a strategy to Nietzsche in particular. Rather than reading Nietzsche as sharing the constitutivist’s defining ambition, I suggest that contemporary ethical theory may have more to learn from Nietzsche’s diagnosis of what the constitutivist is trying to do. Nietzsche’s understanding of nihilism suggests that seeking irrefutable foundations for our values may itself be a symptom of, rather than the cure for, the kind of ethical skepticism that plagues us.