From the nineteenth century onwards the stereotype of Haydn as cheerful and jesting has dominated the reception of his music. This study contributes to the recent scholarship that broadens this view, with a new approach: I set works by Haydn in the context of eighteenth-century ideas about melancholy, those of Edmund Burke, Francisco Goya, Henry Home (Lord Kames), Immanuel Kant and Johann Georg Zimmermann. Their conceptions of melancholy were dialectical, involving the interplay of such elements as pleasure and pain, freedom and fettering, and self-reflection and absorption. I consider the relevance of these dialectics to Haydn’s English songs, his dramatic cantata Arianna a Naxos and two late chamber works. Musical melancholy arises, I argue, when the protagonist of a work – be it the vocal character in a song or the ‘composer’s voice’ in an instrumental work – exhibits an ironic distance from his or her own pain. The musical dialectics in these works prompt listeners, for their part, to take a step back to contemplate the borders and limits of emotional experience and communication.