In most Western university studies, Greek philosophy is considered the most ancient kind of wisdom, but the Zoroastrian way of life can be traced back to the second millennium BC. The Gathas, hymns or songs attributed to Zarathustra, hold an existential and practical philosophy avant la lettre. It is based on mental exercises and on rituals that have survived thanks to the Zoroastrian religious communities. Not only does the Persian thinker unveil a mental wisdom for us; he also introduces us to an ecological concern and a social practice. There is a cosmopolite dimension to Zarathustra’s proto-philosophy that we can all apply in a personal way.