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This article aims to show that, far from being immediately focused on the complex games of the passion of love, Madame de La Fayette’s La Princesse de Clèves brings to light the existence of a passion that is constitutive of affective life itself: wonder. The moments of “encounter” that determine the course of the plot show that the effect of surprise occurs before the outbreak of love. Yet, this precedence of wonder is at the same time what makes love possible and what forbids its fulfillment. The conception of passions that emerges from the novel can be read as an effectuation of Descartes’ theory, which in The Passions of the Soul made wonder “the first of all passions.”