The aim of this paper is to offer a diagnosis. It focuses on the problem of moral luck, but, unlike most papers on that topic, offers no solution to the problem. Instead, what I do is discuss a number of attempts to show there is no such thing as moral luck, argue that they fail and, more importantly, that we should not be surprised they fail. I then suggest that the difficulty of the problem posed by moral luck is paralleled by another problem about luck, namely the problem of coming up with an account of propositional knowledge that does not count certain lucky guesses as knowledge. The comparison is instructive. It brings home how hard it is to eliminate luck. As such, we should not expect a solution to either problem to be forthcoming. I also note an important disanalogy between the two problems. While we can quite easily accept that luck plays a role in knowledge, the existence of moral luck threatens to cause a good deal more trouble.