In this paper, I intend to focus on some rhetorical strategies of argumentation which play crucial role in the therapeutic discourse of Roman Stoicism, namely in Musonius Rufus, Epictetus, Seneca, and Marcus Aurelius. Reference is made to Chaim Perelman’s view of ancient rhetoric as an art of inventing arguments. Moreover, it is pointed out that in rhetorical education as well as in therapeutic discourse the concept of “exercise” and constant practice play a crucial role.