Amor fati—the love of fate—is one of many Nietzschean terms which seem to point towards a positive ethics, but which appear infrequently and are seldom defined. On a traditional understanding, Nietzsche is asking us to love whatever it is that happens to have happened to us—including (and perhaps especially) all sorts of horrible things. My paper analyses amor fati by looking closely at Nietzsche's most sustained discussion of the concept—in book four of The Gay Science—and at closely related passages in that book. I argue that by ignoring the context in which Nietzsche writes about amor fati in The Gay Science, we are liable to ignore several exegetical and philosophical problems with the traditional understanding of the term. I'll argue for a different interpretation which locates Nietzsche's amor fati within the philosophical project of The Gay Science and which copes better with the objections that plague the traditional view.