This paper re-examines the philosophical debate surrounding the issue of moral luck through the lens of Freudian psychoanalytic theory. The author argues that Freud's writings on moral luck, which have not previously been discussed in this context, provide not only a cogent explanation for the reasons behind the existence of moral luck but also a compelling argument for the constitutive role played by moral luck in the formation of moral agency and moral identity. Freud's own example of a story by Mark Twain, “The First Melon I Ever Stole,” is explored in this context and compared to other more typical examples of moral luck as is another example of moral luck having to do with the theft of pears drawn from the writings of St. Augustine.