In this article, I analyse Nabokov’s idiosyncratic interpretation of Cervantes’ Don Quixote as it appears from his posthumously published Lectures on Don Quixote. Unlike most other critics, Nabokov emphasises the cruelty of the novel. I also reflect on the influence of Cervantes’ novel on different aspects of Nabokov’s Lolita. Finally, I evaluate to what extent Nabokov applies his own views on reading to his own interpretation of Don Quixote. This is clearly not fully the case. My suggestion is that Nabokov’s reading of Cervantes’ novel was actually a preliminary step towards the rewriting of Don Quixote that resulted in Lolita.