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This article proposes to shed light on the writings of Madame de Sévigné in the philosophical tradition studied by Pierre Hadot. First of all, it stresses the place occupied in the life of the Marquise by a series of perfectly codified exercises, which outline a Christian “way of life.” Next, we demonstrate that the letters are a place of uncompromising introspection. This should come as no surprise in an admirer of Christian moralists. But the reading of Seneca, La Vie des Pères du désert, La Vie d’Origène, and La Vie de Théodose also brought her into contact with the tradition of the examination of conscience, of which letter writing was one of the principal modalities. From this point, the question arises as to the protreptic virtues of such a practice, which, moreover, was maintained with regularity. While the Augustinianism of the Marquise is solidly established, other influences play a part in nourishing her spirituality.