This paper sets forth the reasons why Nietzsche thought nihilism to be inevitable from the perspective of the tenacity of the intentional. Through distinguishing two ordered intentional states—first-order and high-order—and two kinds of objects respectively, the paper illustrates that it is impossible to find a new ultimate value to replace Christian values when Nietzsche announced “the death of God.” Inspired by Nietzsche’s thoughts, the paper concludes by briefly discussing the possibility of comparing Confucian and Nietzsche’s ideas concerning nihilism.