Millions of Americans feel the need to carry guns with them everywhere they go. They feel this need in their minds as well as in their bodies. Cognitively, they feel their lives are in danger and physically, they feel unease when they are not carrying their guns. In this article, we demonstrate that the practice of carrying guns is constituted by both cognitive schemas about risk and safety, as well as sensory and embodied experiences of comfort, and even pleasure, in holding, shooting, and carrying a gun. As with other social practices, these cognitive schemas and embodied experiences are not innate, but rather learned. Drawing on interviews with 46 people who regularly carry guns, as well as fieldwork at firearms training schools, we examine the process by which people learn the cognitive schemas (how people think about guns) and embodied experiences (how people physically experience guns) associated with the practice of carrying guns.