This chapter will argue that that Kierkegaard can help us in our attempt to make sense of the role that a patient’s autonomy plays in the biomedical approach to illness. It starts with an outline of the dialectics of passivity and activity at work in human anxiety. This dialectics is at the heart of Kierkegaard’s existential account of human identity that a human being has to become who she is. In a second step, I will present what I call Kierkegaard’s ethics of suffering. This ethics draws upon the normative dialectics of anxiety to show how suffering is not only an inevitable, but also a necessary part of human identity. Kierkegaard’s argument is that we are responsible not for the fact that we suffer, but for how we suffer. I will then argue that Kierkegaard’s ethics of suffering has important lessons to teach biomedicine, and that the most important of these is the importance of dialectic approach to human autonomy in dealing with mental illness. By way of conclusion, I will try to show how a Kierkegaardian approach can helps us to deal with the persistent stigma that continues to hurt people who already suffer from a mental illness.