This article is concerned with a type of thinking that has received little attention, namely intentional “thinking for pleasure”-- the case in which people deliberately focus solely on their thoughts with the goal of generating positive affect. We present a model that describes why it is difficult to enjoy one’s thoughts, how it can be done successfully, and when there is value in doing so. We review 36 studies we have conducted on this topic with just over 10,000 participants. We found that thinking for pleasure does not come easily to most people, but can be enjoyable and beneficial under the right conditions. Specifically, we found evidence that thinking for pleasure requires both motivation and the ability to concentrate. For example, several studies show that people enjoy thinking more when it is made easier with the use of “thinking aids.” We present evidence for a trade-off model that holds that people are most likely to enjoy their thoughts if they find those thoughts to be personally meaningful, but that such thinking involves concentration, which lowers enjoyment. Lastly, we review evidence for the benefits of thinking for pleasure, including an intervention study in which participants found thinking for pleasure enjoyable and meaningful in their everyday lives.