In his way of decifering the world's enigma Shopenhauer works out a metaphysics of the will, in which he rejects free will as a mere phenomenal illusion and conceives of compassion as the true foundation of morality. Such compassion emerges mysteriously, as a Grace. Facing the impossibility of freedom for human will, he makes true freedom to lie on the negation of will, which is made empirically evident in the phenomenon of holiness. However, on a paralell with his metaphysical investigation, but keeping his empirical point of view, Shopenhauer elaborates an eudaemonism, that is an orientation for one to conduct oneself in life, in the most happy way possible, which is his proposal of a wisdom of life. The present research aims at investigating Ethics in the work of Arthur Shopenhauer, specially in the sense of understanding what is this freedom that is left over to us for our practice of life.