Josephus may have looked like a loser. His nation had suffered profound military defeat in AD 70. Throughout the empire, Jews experienced marginalization. Though Josephus had legitimate reason to surrender his own views and conform to perspectives of the majority, he did the opposite. In The Jewish War and The Antiquities of the Jews, he instead lays claim to victory and recommends that others join him in his perspective on the world. In The Conquered Conquers: The Art of Exile in Josephus, I present a framework which seeks to account for such confidence on the part of Josephus. I demonstrate that Josephus’ literary approach mimics in significant fashion the approaches of Musonius, Dio Chrysostom, and Favorinus. These three philhellenic philosophers were subjected to exile, yet they found ways to retain their confidence. Though marginalized by the predominant powers of their day, they expressed in writing specific perspectives which contributed to their sense of victory. While Josephus was not a physical exile, the distinctiveness of his views positioned him as an exile of thought. Like the philhellenic philosophers, Josephus also crafted his writing to lay claim to victory in the midst of apparent defeat. In arguing that Josephus was an exile of thought, I seek to characterize Jewish status in the Roman Empire in the first century AD. I engage rather optimistic views of Jewish status as presented by Eric Gruen, Martin Goodman, and Louis Feldman. I also consider the contrarian view of Peter Schäfer, who foregrounds the reality of anti-Judaism. I propose that seemingly contradictory threads of evidence can find alignment when distinguished based on the societal strata that produced them. After characterizing the positions of imperial administration, local governments, and the general populace, I propose a consistent theme: there was an underlying current of antipathy toward Judaism linked to the exclusivist nature of Jewish theology. This current could lay low, but it also could erupt. An environment of risk was constant. This environment of risk informs our understanding of Josephus. Though an exile of thought in a world so different than he, Josephus humbly lays claim to victory.