Sigmund Freud wrote that humor is the triumph of the Ego that pretends to be invulnerable while revealing what is painful. This capacity for playing with anxieties requires an Ego that is sufficiently well organized, and has the ability to recognize its own feelings. In young children who have suffered from early trauma, the building of the Ego, in the intersubjective clinical experience, permits the capacity for playing with painful feelings; the sense of humor is very strong in those children when they share their despair with the therapist. “Humor is the courtesy of despair” (“l'humour est la politesse du désespoir”), wrote Alphonse Allais, a French writer who knew very well how to make the reader laugh at sad stories. The creative use of humor helps children become social, cope with stress and anxiety, express themselves artistically, and think critically.