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Contrary to a recent school of interpretation which aims to see in Montaigne’s Essays a thought of renouncement to any control of action, we intend to show the presence of an authentic thought of prudence. If Montaigne refers to aristotelician and stoician texts, the unsettledness and unpredictableness of fortune, as well as the part of fortuitness which is part of the being, require him nevertheless to redefine the outlines of the traditionnal notion of prudence. To a first level of prudence, which consists in knowing how to act in the word, one must add a second level, which consists in knowing how to preserve oneself facing with word’s appeals. Montaigne thus inaugurates a modern thought of prudence, which will find, mutatis mutandis, a contemporary expression in Hannah Arendt, Georg Gadamer and Paul Ricœur.