In his Exhortation to Martyrdom, Origen writes to his friends Ambrose and Protoctetus, both of which seem to be in immediate danger of being executed for their Christian confession and failure to worship the Greco-Roman gods. Instead of advising them on how to avoid death, he encourages them to be happy with their fate, and even to jump for joy over being allowed to suffer for Christ. This paper identifies three important arguments behind the theologian’s stance that martyrdom is to be embraced rather than avoided: (1) passing from earthly life into death is a net gain for Christians; (2) the alternative, denying Christ and sacrificing to the pagan gods, is an act of evil; (3) martyrdom is the only truly worthy ἀντιμισθία (“payback” or “repayment”) that Christian believers can offer their divine patron.