Many commentators have said that Nietzsche is concerned, either in all or in some parts of his career, with providing a kind of “theodicy,” or with justifying or finding meaning in suffering. In this article, I examine these notions, questioning whether terms such as “theodicy” or “justifying suffering” are helpful in getting Nietzsche’s views into focus, and exploring some unclarities concerning the way in which such terms themselves are understood. I conclude that, while Nietzsche’s later position is continuous with the tradition of theodicy in seeking to relate suffering’s value to some wider whole, it is also discontinuous with that tradition because it does not hold that suffering as such has a fixed normative value, that suffering as such has a meaning, that it happens for a reason, or that it is justified, let alone that the world’s containing suffering is in line with our interests, or that we ought because of suffering to value our lives one way or another. On Nietzsche’s view there is nothing that guarantees meaning or specific normative value to suffering just because it is suffering. In all these senses Nietzsche has moved away from the tradition of theodicy.