Why should I be moral? The view that it is in my self-interest to consider the possible harm my actions might do to others encounters the objection that sometimes it can appear very much against our own interests to act morally. The question that raises is whether a rational basis can be found for acting morally in cases where doing so does not coincide with self-interest. Many attempts have been made, but most have foundered on a persistent logical gap between facts and values, or between what is the case and what one ought to do. We shall examine whether this gap can be bridged, and the consequences either way for our ethical beliefs.