What do we analyze when we analyze a piece of music? Arguing from the point of view of Wittgenstein’s later philosophy (Philosophical Investigations, etc.), and using a somewhat similar method and some of the same concepts (e.g., “playing a game”), this essay asserts that analysis has a distinct role to play apart from providing data to theory. In fact, analysis alone can be said to deal directly with musical experience, as theory’s recurring fascination with the concept of ambiguity demonstrates.