Nietzsche was persistently concerned with what an object is and how different views of objects lead to different views of facts, causality, personhood, substance, truth, mathematics and logic, and even nihilism. Yet his treatment of objects is incredibly puzzling. In many passages he assumes that objects such as trees and leaves, tables and chairs, and dogs and cats are just ordinary entities of experience. In other places he reports that objects do not exist. Elsewhere he claims that objects exist, but as mere bundles of forces. And sometimes he proposes that we bring all objects into existence. Nietzsche’s writings, then, appear to support various secondary readings, which are jointly inconsistent. My chief aim is to present and defend the reading that Nietzsche embraces constructivism about objects, the neo-Kantian view that all objects are socially constructed. I first explain this view and argue that all non-constructivist readings are not supported by Nietzsche’s texts. I then present Nietzsche’s object constructivism, reconstruct his argument for the position, and defend it from internal objections. I finish by suggesting that Nietzsche might have embraced such a radical conception of objects because it plays a crucial role in overcoming nihilism.