Several distinguished philosophers have argued that since the state of affairs where nothing exists is the simplest and least arbitrary of all cosmological possibilities, we have reason to be surprised that there is in fact a non‐empty universe. We review this traditional argument, and defend it against two recent criticisms put forward by Peter van Inwagen and Derek Parfit. Finally, we argue that the traditional argument nevertheless needs reformulation, and that the cogency of the reformulated argument depends partly on whether there are certain conceptual limitations to what a person can hypothetically doubt.