This study seeks to establish the influence of Arthur Schopenhauer over pro Baroja. In order to establish the parameters of said influence, pessimism is defined, and the world view of both philosopher and writer, their views on men and women; and common themes such as individualism, the idea of the preservation of the species, marriage, the futility of life, suicide, and education are examined. The chaotic, absurd and capricious world depicted by Schopenhauer finds its way into the writings of Baroja. The study of his protagonists and secondary characters provide an insight on how these fictional beings deal with this world of misery. In fact, these characters must create their own world and invent their own structure, which is in harmony with the thought of Schopenhauer, where the world is an idea or representation of the subject. The works of Schopenhauer included in this study are The world as will and idea, and a selection of essays from Parerga and Paralipomena. Eight of Baroja's novels are analyzed: La dama errante, La ciudad de la niebla, EI árbol de la ciencia, EI mundo es ansí, La sensualidad pervertida, EI gran torbellino del mundo, Las veleidades de la fortuna, y Los amores tardíos. The writer's Memorias are also considered in some detail.