The philosophical writings of Seneca the Younger comprise noteworthy thoughts concerning Philosophy of History. This paper aims to prove that these thoughts form above all a coherent system. Developing the criteria as well as the definition of Philosophy of History from writings of Kant and Hegel, the following analysis identifies and systematizes relevant concepts such as reason, teleology, cultural development and providence in the writings of Seneca (mainly Epistulae, De providentia and Naturales Quaestiones). The analysis and the comparison with Kant and Hegel make clear that Seneca draws up Philosophy of History as a systematic meta-discipline. Consequently, this paper shows that systematic Philosophy of History is already rooted in Antiquity and that specifically Seneca can to some extent be regarded as a forerunner of the philosophy of the Modern Period.