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The relationship of the Epistle to the Hebrews to Philo of Alexandria has been long debated. Though most scholars are pessimistic about the possibility of establishing any substantive connection between the two authors, there is widespread admission that they stand in proximate streams of Alexandrian Judaism and share somewhat similar cosmologies and metaphysics. This essay seeks to expand the potential range of their affinities by examining the remarkably similar theodicies offered in Philo’s De congressu 157–180 and Hebrews 12:5–17. Both texts pursue the same rhetorical goal (to defend the necessity of trials and tests, and the benefits of enduring adversities), quote Prov 3:11–12, and contain an extraordinary cluster of themes, including the contrast between appearance and reality, the need to correctly interpret adverse circumstances, the nature and role of παιδεία, confessing “kinship” with God, “looking ahead” to a reward, and the life of faith as an agonistic/athletic contest.