The reservations Seneca expressed about the dangers of diverting the attention of philosophy towards logical entertainments or dialectic entanglements have prompted some readers, such as John Cooper, to cast doubt on the philosophical nature of Seneca’s Letters to Lucilius. Based on the problems posed by that interpretation, this paper reviews Seneca’s concept of philosophy to measure its consistency with Seneca’s call for heartfelt writings. It also examines what the rational exercise of philosophy consists of, and eventually responds to Cooper’s criticism.