This essay intends to compare the influence of John Milton with that of William Shakespeare on the work of Fernando Pessoa. Both were authors that Pessoa favored as a reader from a young age to adulthood and played a crucial role in the Portuguese poet’s construction of an authorial identity. Their presence permeates Pessoa’s critical thinking and the Portuguese poet will return regularly to Paradise Lost and to Shakespeare’s tragedies, namely King Lear and Hamlet, in search of the key to the construction of a possible oeuvre. Pessoa’s interpretations of both are frequently comparative and his analysis of the value of their works makes us realize that, in fact, their influences are not conflicting but complementary. Pessoa, given his tendency to make comparative evaluations, also exposes in them his propensity to activate those evaluations with the intent of promoting his own writing.