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Wittgenstein’s ethics, though essential to his philosophy, are difficult to apprehend. In order to understand them, we need to reflect both on value and on the language that aims to express it, while this language fails in its very attempt. According to Wittgenstein, ethics is “supernatural”: a full grasp of the meaning of this word requires an enquiry into the “accidental” nature of everything that is; everything that belongs to the world. This essay also analyzes how Wittgenstein uses the notion of “solipsism” to encompass the intertwining of the individual and this world as a whole. As far as language is concerned, the impossibility of ethical propositions, central to the Tractatus Logico-Philosophicus, initiates, in the Lecture on Ethics, a reflexive insight into the tendency to run against “the walls of our cage.” It is only against this ethical backdrop that we can understand the place of religion in Wittgenstein’s thought: God (like value) lies outside of the world, and there is an identity between “good” and “divine.”