A commonly expressed worry in the contemporary literature on the problem of epistemological scepticism is that there is something deeply intellectually unsatisfying about the dominant anti-sceptical theories. In this paper I outline the main approaches to scepticism and argue that they each fail to capture what is essential to the sceptical challenge because they fail to fully understand the role that the problem of epistemic luck plays in that challenge. I further argue that scepticism is best thought of not as a quandary directed at our possession of knowledge simpliciter, but rather as concerned with a specific kind of knowledge that is epistemically desirable. On this view, the source of scepticism lies in a peculiarly epistemic form of angst. It is always by favour of Nature that one knows something. [Wittgenstein 1969: 505].