Many philosophers have argued that the existence of gratuitous evil is the most serious objection against the existence of an all-perfect God. I argue that the idea of a moral dilemma (or, more accurately, a tragic dilemma) may either (1) provide a moral justification for God to permit the existence of gratuitous evil, or (2) offer a theodicy of divine tragedy to explain why evils in the world are not necessarily gratuitous, or if they are, why they cannot provide a piece of decisive evidence to reject the existence of an all-perfect God.