This chapter examines the way in which ancient philosophers conceived their practice of philosophy. According to the work of Pierre Hadot (Exercices spirituels et philosophie antique, 1993), ancient philosophy is unique in that, unlike modern and contemporary philosophy defined as a speculative discipline constituting a system of truths (a wisdom sophia, or a science epistemê), it is instead expressed as a spiritual training, a practice (a praxis) based on a forme of asceticism (askêsis), aiming at transforming its reader's mind in order to put it in a different disposition, and this, by means of exercises of self-transformation. Philosophy conceived in this manner is a “way of life (bios)” that is the object of an initial choice experienced as a true conversion. And indeed, ancient doxographies present us with numerous examples of individuals who gave up everything from their previous life, or who turned their back on a well-trodden path, to suddenly "become philosophers". To take on the mantle of philosopher is therefore to take a different path (hodos), to make a specific choice of life that involves a profound modification of the individual, and that cannot be reduced to the simple theoretical choice of a particular school. This inaugural conversion would be explained by the sudden awareness of a necessary reform of the self, due to a fundamental practical intuition. This chapter aims at showing how the schema of the philosophical bios functions in ancient philosophy, from its first formulation by Pythagoras, and through the modifications that this schema undergoes over time. The philosopher, first described as the one who observes (theoreô), chooses the contemplative life (bios theorêtikos), taking care of his soul rather than of his body. He is, however, the one who, being a scholar and a wise man, has the vocation to take charge of political life and to show how the path he has chosen to take (hodos) is also an entrance on the world stage (parodos), by which he assumes his exemplary character. The chapter will examine how, from this Pythagorean setting, Plato, Aristotle, and then the Hellenistic philosophers (Stoics and Epicureans) reformulate the scheme of the way of life, until the final contestation of this same scheme in the Sceptic philosophy. It also proposes to show why the reduction of ancient philosophy to a way of life is nevertheless contested by the philosophers of antiquity themselves.