Affect is of central importance in Robert Musil’s The Man Without Qualities: A prominent element of the novel’s many discourses and reflections, it is at the same time at the heart of the text’s essayistic movement. However, studies of the text have long neglected this trajectory. This appears to be somewhat symptomatic for the relationship of literature and the study of affect; set out as a fruitful critique of the predominance of theories of signification and representation, some influential strands in the “turn to affect” have also presented themselves as a turn away from the study of literary texts. In this chapter, we argue for an integrative approach towards language and affect via an interpretation of the essayistic quality of Musil’s text. Drawing on theories of performativity and social practices, we understand the text’s affective dynamics to be closely related to the practices of the modern life-world, especially those of modern sports. We develop the thesis that by way of integrating affect and language the on-going practice of Musil’s essayism performs a critical inquiry into modernity’s polyphonic and agonistic complexity.