Critical Discourse Analysis (CDA) is a research study, which critically analyzes the relationship between language, and society considers language as a social practice and understands discourse as relatively stable uses of language in the service of the organization and structuring of social life. As a spoken text, an anecdote is a short story, which is narrated in order to explain any thoughts or situations by giving an example and to convince the listeners to it, which includes humour, criticism, and satire. Based on a short and intense narrative technique, anecdotes reveal a worldview and teach people while making them laugh. This study aims to analyze Nasreddin Hodja anecdotes which are worldwide famous as discourses that have shaped the values, beliefs, thoughts, and lifestyles of the people, in the frame of CDA. According to it, discourse is an opaque power object in the societies and it aims to make it more visible and transparent. This is a description and interpretation of a wise man’s discourses through CDA. Nasreddin Hodja anecdotes seem as a corpus reflecting of peoples of the period, their lifestyles, and cultures with their customs, habits, worldviews, and value judgments. The structures of his anecdotes usually consist of an introduction part, a body part containing a thesis and antithesis and a conclusion part containing wit. At the end of the study, it was observed that Hodja’s every joke contains a message related to the social situation and the message mostly turned into an epigram/maxim, idiom, fixed phrase, or a proverb. Anecdotes that affect the language and social structure have also undertaken the function of cultural transmission.