Macrophages are a diverse population of phagocytic cells that reside in tissues throughout the body. At sites of infection, macrophages encounter and engulf invading microbes. Accordingly, macrophages possess specialized effector functions to kill or coordinate the elimination of their prey. Nevertheless, many intracellular bacterial pathogens preferentially replicate inside macrophages. Here we consider explanations for what we call "the macrophage paradox:" why do so many pathogenic bacteria replicate in the very cells equipped to destroy them? We ask whether replication in macrophages is an unavoidable fate that essentially defines a key requirement to be a pathogen. Conversely, we consider whether fundamental aspects of macrophage biology provide unique cellular or metabolic environments that pathogens can exploit. We conclude that resolution of the macrophage paradox requires acknowledgment of the richness and complexity of macrophages as a replicative niche.