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The thesis that I develop in this paper is that there is a way of affirmation of the existence and the world in Schopenhauer, assuming no foundation, an aesthetic justification of existence or a way of life either as a tragic pessimism or pessimism of strength. This is an additional path to his basic position stated in The World as Will and Representation and is clearly in Parerga and Paralipomena, especially in «On Religion» and in «Aphorisms on the wisdom of life». To develop that thesis, I analyze the concept of «need for metaphysics» and its relationship to art and to the author’s project of philosophy.