Ksenja Atanasijević (1894-1981) was the first woman in Serbia to obtain a Ph.D. in philosophy. Going through numerous psychological metamorphoses in her lifetime and confronted with numerous challenges, Ksenija Atanasijević developed a specific philosophical-psychological system of consolation prominently featuring the concepts of happiness, bliss, moderation, courage and wisdom. Modifying the original teachings of Democritus and Epicurus, Ksenija Atanasijević developed a distinctive anthropology based on confrontation with but equally the overcoming of obstacles, both internal (spiritual) as well as external ones. The philosopheress developed a reflexive and indeed metaphysical defensive psychotherapeutical skill at the root of which was cleansing the soul, as well as dedication to the realm of fancy, fantasy and imagination. Ksenija Atanasijević also had precious literary talent which was best expressed in her analyses of the poetry and prose of great Serbian writers (Pandurović, Njegos, Nastasijević, etc.). It is quite certain that this, with Anica Savić-Rebac, definitely greatest Serbian philosopheress, through personal suffering, creative solitude and shrouded desperation built an utterly authentic and harmonious system of philosophical comfort.