In this article I explore naturalism as a joyful science by focusing on how Nietzsche and Deleuze appropriate an Epicurean legacy. In the first section I introduce some salient features of Epicurean naturalism and highlight how the study of nature is to guide ethical reflection on the art of living. In the next section I focus on Nietzsche and show the nature and extent of his Epicurean commitments in his middle period writings. In the third and final main section my attention shifts to Deleuze and to showing how he fruitfully demonstrates the intersection of physics and ethics in the Epicurean method of thinking. I am interested in Epicureanism since, as both Nietzsche and Deleuze show, it holds ethics to be central to philosophical inquiry and activity: we study nature not simply as an end in itself but as a way of better understanding how we can promote a flourishing life. Our being in the world is not to be guided by myths and illusions, especially of a supernatural kind, but rather by the affirmation of the positive power of an immanent and multiple nature and by the joy that results from recognizing the diversity of its elements.