This chapter considers philosophical issues that arise in statistical mechanics. Physics is not one theory but many, describing different bits of the world on different scales, and statistical mechanics is the field of physics that attempts to understand the relation between those descriptions. There are two alternative ways to think about statistical mechanics: either as a tool of inference, used to study complex systems in the face of our partial knowledge; or as a search for objectively true higher-level descriptions of those systems. On either conception, statistical mechanics needs to account for the emergence of irreversible, time-directed behaviour even though small-scale physics is reversible; it also needs to explain the role of probabilities, which are very widely used in statistical mechanics but have no uncontroversial interpretation.