A thorough examination of Jens Baggesen’s use of Don Quijote in his acclaimed 18th century sentimental travelogue proves the young Danish classicist to be an ardent reader as well as a bold bricoleur. Jens Baggesen has chosen the knight of the sad countenance as his travelling companion, the epistemological nature of Baggesen’s adventures is called into question, and the knight’s last will is restaged at a crucial point in order to account for the author’s very credibility.