There is a paradox with morals in anthropology: on the one hand, morals are not considered as a legitimate object of study and are looked upon with suspicion; on the other hand, there is an increasing concern for moral issues both in society and within the discipline. Basing my analysis on several empirical studies which I briefly evoke, I call for the development of a moral anthropology. This does not mean that anthropologists should become moralists but that they should study morals as they do politics, religion or medicine. I discuss the two reasons, epistemological and historical, why anthropologists have been reluctant to enter this field of research. I analyse the ambiguities and risks which are effectively inherent to this particular domain. I conclude with two propositions and their two corollaries in favour of moral anthropology, but insist on the heuristic value of the intellectual discomfort aroused by morals among anthropologists.