In this essay I seek to show that a philosophy of modesty informs core aspects of both Nietzsche’s critique of morality and what he intends to replace morality with, namely, an ethics of self-cultivation. To demonstrate this I focus on Dawn: Thoughts on the Prejudices of Morality, a largely neglected text in his corpus where Nietzsche carries out a quite wide-ranging critique of morality, including Mitleid. It is one of Nietzsche’s most experimental works and is best read, I claim, as (...) an Epicurean-inspired critique of the present and an exercise in moral therapy. In the opening sections I draw attention to the wider social dimension of the text and its concern with a morality of compassion, which is rarely done in the literature. I then turn to highlighting Nietzsche’s Epicurean moment, followed by two sections on Nietzsche on the self in which I aim to bring to light his ethics of self-cultivation and show in what ways his revaluation makes central to ethics a modest egoism and care of self. In the conclusion to the essay I provide a contrast between Nietzsche and Kant and deal with reservations readers might have about his ethics. Overall, the essay seeks to make a contribution to an appreciation of Dawn as a work of moral therapy. (shrink)