Schopenhauer repeatedly claims that suicide is both foolish and futile. But while many commentators express sympathy for his charge of foolishness, most regard his charge of futility as indefensible even within his own system. In this paper, I offer a defense of Schopenhauer’s futility charge, based on metaphysical and psychological considerations. On the metaphysical front, Schopenhauer’s view implies that psychological connections extend beyond individuals’ death. Drawing on Parfit’s discussion of personal identity, I argue that those connections have personal significance, such that suicide does not allow one, as Hamlet hopes, simply ‘not to be.’ On the psychological front, I argue that a distinction between agents’ intentions and underlying desires makes room for Schopenhauer’s claim that paradigmatic suicidal agents ultimately desire the opposite of what suicide accomplishes. I conclude by showing how this understanding of futility can buttress Schopenhauer’s charge of foolishness. My interpretation still leaves Schopenhauer vulnerable to certain objections, but shows that his account is more defensible than previous commentators have realized.