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Focusing on the link between Ahab’s invocation of the fire-god and the doctrines of Zoroastrianism, a number of critics discussed the echo of the Zoroastrian beliefs and practices in Moby-Dick. While offering insight into the importance of Melville’s employment of Zoroastrianism in his interrogation of the conventional understanding of the relationship between good and evil, these critics fail to consider the full import of Ahab’s subversive appropriation of the fire-god. This essay examines how rigorously Melville tries to question the conventional notion of God and morality by comparing Ahab’s defiant worship of the fire-god in his questioning of human moral perspectives with Friedrich Nietzsche’s view of the contractual relationship between God and human beings. The comparison of Melville’s and Nietzsche’s thoughts can help to understand the significance of Melville’s questioning of the established moral values, because Nietzsche also utilizes Zoroaster with a view to collapsing the distinction between good and evil as prescribed by the Judaeo-Christian tradition. The affinities between the two thinkers in their interrogation of the notion of an almighty and benevolent god and the origin of moral values can illuminate the relevance of Melville’s thought to the contemporary discourse on the construction of moral values. That said, whereas the Nietzschean overman’s self-overcoming involves the examination of all concepts and values including his own, Ahab’s self-overcoming does not extend to the examination of his own values, leading him to accept metaphysical dualism even in his rejection of the authority of any metaphysical force. Ahab’s limitation in his defiance of God should not be seen as Melville’s limits, however, Rather, Ahab’s self-contradiction points to Melville’s awareness that it is immensely difficult for humans to be entirely free from the established religious and moral doctrines.