This paper delves into the realm of Lovecraftian cosmic horror, seeking to unravel its profound philosophical implications. Traditionally, Lovecraft’s works have been analyzed within the framework of gothic literature, primarily drawing upon Edmund Burke’s concept of the sublime. However, this study argues that to fully grasp the essence of cosmic horror, an alternative theoretical lens is required. By integrating Martin Heidegger’s existential philosophy, particularly his notions of Angst and Unheimlich, this paper offers a fresh perspective on Lovecraft’s cosmic horror. Lovecraft’s essays Supernatural Horror in Literature and Notes on Writing Weird Fiction provides comprehensive insights into the nature of cosmic horror. By interpreting Lovecraft’s essays through the lens of Heidegger’s concept of Unheimlich and Angst, this paper illuminates new dimensions and latent meanings within Lovecraft’s literary works and mythos. This paper argues that Lovecraft’s tales and mythology are imbued with existential philosophy, mirroring the parallel development of Heidegger’s ideas during the same period. This philosophical interpretation of Lovecraft’s cosmic horror not only enriches the reading experience but also underscores its significance as a literary genre intertwined with profound philosophical concepts and the existential questions that lie at the heart of cosmic horror.