Nietzsche frequently mentions gratitude throughout The Gay Science, but there is a lack of critical attention to this theme. The present essay seeks to situate this important theme in relation to other major themes of the work in order to show why gratitude is Nietzsche’s response to the death of god. Ultimately, I show that there are at least three elements to Nietzsche’s gratitude in this work: gratitude for perspectival flexibility, gratefulness to the chaos of existence, and gratefulness that “God is dead!” The essay concludes by highlighting three aphorisms which could extend this analysis further.