According to the work of Pierre Hadot, ancient philosophy is unique in that, unlike modern and contemporary philosophy defined as a speculative discipline constituting a system of truths (a wisdom sophia, or a science epistêmê), it is instead set out in terms of a spiritual training, a practice (a praxis) based on a form of asceticism (askêsis). It aims to transform its reader’s mind to put it in a different disposition. And this is done by exercises in self-transformation. Philosophy conceived of in this manner would be a “way of life (bios),” that is, the object of an initial choice experienced as a true conversion, an “existential choice.” The philosopher, first described by Pythagoras as the one who observes (theôreô), chooses the contemplative life (bios theôrêtikos), taking care of his soul rather than of his body. He is, however, the one who, being a scholar and a wise man, eventually has the vocation to take charge of political life and to show how the path he has chosen to take (hodos) is also an entrance on the world stage (parodos), by which he assumes his exemplary character. The chapter shows how, from this Pythagorean setting, Plato, Aristotle, and then the Cynics, Stoics, and Epicureans reformulate the scheme of the way of life, until the final reinterpretation of it by the Skeptics. It also proposes to show why the reduction of ancient philosophy to a way of life, or to a transformative experience, is nevertheless contested by the ancient philosophers themselves.