This chapter introduces the idea of commentary on the dialogues of Plato as the practice of philosophy in late antiquity. The thesis is advanced that Proclus’ own constructive philosophy is rooted in his exegesis of the Platonic dialogues. Proclus sees his central task as filling in the gaps in the articulation of the Platonic system as found in the dialogues of Plato as well as the testimony in the Platonic tradition. Plato finds gaps in the architectural principles of the system, in drawing out the implications of the major claims for this system, and in the fine-grained analysis of the fundamental technical terms for the expression of the system. Proclus also argues that Plato’s philosophical system is essentially a theological system and that gods, as revealed in the traditional religious literature, need to be subjected to metaphysical analysis. This chapter also surveys how ancient philosophical scholarship understands Proclus’ philosophy and Neoplatonism generally in relation to the philosophy of Plato.