In 1584 Tycho Brahe wrote to Heinrich Brucaeus, his former teacher in Rostock, that his attempt to find whether Mars approaches closer to the Earth than the Sun (as predicted by Copernicus) had yielded a negative result, and that the Copernican hypothesis must therefore be rejected. Five years later he reversed himself, writing to Thaddeus Hagecius that in 1582 by most subtle measurements he had in fact found a sufficiently large diurnal parallax to convince himself that that Copernican model, or (more important) his own geo-heliocentric system, could be justified. In hindsight we know that the Martian parallax was in fact too small to be detected even by Tycho's remarkable instruments. What was going on in the letter to Hagecius? Was Tycho deliberately prevaricating or merely deluding himself in his eagerness to find support for his new cosmology?