It seems appropriate that an exploration of Mahler's Nietzschean interests should culminate with a discussion of Nietzsche's own figurative pinnacle, the Übermensch, and the details of the composer's working titles and comments about the Third Symphony provide an essential piece to this puzzle. In November 1896 Mahler wrote to Annie Mincieux about the finale of his Third Symphony, “It is the last stage of differentiation: God! Or, if you like, the Übermensch.” Nietzsche’s famous declaration that God is dead and his attacks on Christian morality as a life-denying force discouraging natural curiosity and skepticism sits ill at ease with Mahler's suggestion that the Übermensch, the heroic figure of Thus Spoke Zarathustra, resembles in one system of beliefs anything like the figure of God in another. Yet the view of Nietzsche as a kind of “religious” philosopher appears throughout his reception, and a perhaps counterintuitively encouraging and inclusive view of the Übermensch was fairly widespread amongst Mahler's peers and other proximal intellectual circles.

The latest chronological discussion of Mahler's Third Symphony that included a variation of the title “The Gay Science” appears in Natalie Bauer-Lechner's recollections from September 1895. By 1896 the composer had dropped the Nietzschean title, but now described the finale as the Übermensch to Mincieux. Despite the titular change, these Nietzschean allusions are concomitant. The figure of the Übermensch, introduced in Zarathustra, is sketched out to some extent in The Gay Science; the madman who pronounces God to be dead, demanding we become our own gods, as well as the doctrine of the Eternal Recurrence, the means to becoming an Übermensch, appear in the earlier book. Mahler's allusion to both works in his discussions of the same composition creates some philosophical continuity, one that even reflects the literary works’ compositional chronology (The Gay Science was published in 1882 and Thus Spoke Zarathustra between 1883 and 1885).