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In this paper I clarify a major affinity between Nietzsche and Spinoza that has been neglected in the literature—but that Nietzsche was aware of—namely a tendency to etiology. Etiologies provide follow‐up, second‐order explanations of first‐order matters that have already otherwise been decided. The example I take up here is Nietzsche's and Spinoza's rejections of free will—and especially their etiologies concerning how we wrongly come to think that we may boast of such a capacity. In working through the former (i.e., their rejections of free will) in order to make my central metaphilosophical point regarding the latter (i.e., their accounts of why we generally affirm that we have free will), I shed important new light on Nietzsche's relation to Spinoza. I also further our understanding of what role such second‐order accounts play within each of their larger projects on their own terms.

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