In Danish early childhood education and care (ECEC), fun is often emphasised as a key pedagogical tool but is used rather unreflexively. While well-being and happiness have been studied in various ways, the potential of fun is not included in theoretical discussions regarding happiness and well-being, although most people identify having fun as a fundamental reason for being happy. A researcher and three student assistants spent six months in three ECEC settings with a focus on episodes characterised by fun and laughter. Participant observation and interviews were conducted. Empirical data illustrate how fun appears in ECEC as laughter, smiles, attentiveness, intensity and ecstasy. Fun arises momentarily in a sense of lightness and freedom, as a means of communication, in physical play, when rules and expectations are broken, in frivolous references to lower body functions and in experiences of excitement. Pedagogues use fun based on child sensitivity, improvisation, courage to let go of control, informality, energy and a sense of humour. Danish humour philosophy distinguishes between small humour and big humour. Pedagogues with the ability to practice big humour are preferred in order to establish an ECEC culture characterised by fun, laughter and episodes of small humour that promote well-being in children.