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The elusiveness of fulfillment is the experience of expecting that the satisfaction of some desires will bring fulfillment and then finding that fulfillment remains elusive even when these desires are satisfied. This experience is an inducement to philosophical reflection for a wide range of thinkers and writers during the first half of the 19th century. I consider two accounts of this experience (a proto-Freudian account in Stendhal, and Schopenhauer’s own distinctive account), which share two characteristics: the elusiveness of fulfillment is incompatible with happiness, and it is to be blamed on some feature of the world. I then argue that the ethical outlook Nietzsche builds on his concept of the will to power suggests a radically different account, according to which the elusiveness of fulfillment is a consequence of one of our own deepest desires, not of a feature of the world, and proves to be an essential characteristic of happiness, once it is properly conceived.