Abstract This paper traces and examines the different connotations given to the notion of “tragedy” in Paul Klee’s thought. From his early reflections on, Klee relates this notion to an intermediate and conflictive condition that characterizes human existence—an existence that takes place between heaven and earth, between the ethereal and the earthly. This essay focuses on how the connotations Klee gives to tragedy in different moments of his reflections transform the way he conceives the work of art. Hence, I will attempt to show how Klee’s reflections relate the tragedy of human existence not only to the figure of the artist, understood as a tragic figure, but also to an idea of tragedy that the work produces and represents in its own particular way of coming into being. Thus, this paper poses a new approach to Klee’s suggestive proposal on modern art as well as to the meaning given to pictorial representation throughout his thought and artworks.