This chapter explores some understudied affinities between the essay and psychoanalysis as practices of living and writing. Pointing to a shared commitment to living a more ‘real’, or more vivid life, and the developmental task of coming to face reality for oneself, the chapter focuses on the way the ‘middle group’ of psychoanalysts in twentieth-century Britain – which included D.W. Winnicott, Marion Milner, and Masud Khan – drew on the resources of the essay form, and the literary culture of Romanticism, in order to develop a particularly essayistic mode of psychoanalytic writing and practice. The chapter makes the case that the essay is particularly suited to exploring just what is distinctive about psychoanalytic therapeutic experience. It concludes with a more extended study of the career of Milner in the context of the development of the British welfare state, as she transitioned from essay writing to clinical practice.