The prospect of a holiday is liable to persuade even the most downcast that life is worth living. Aside from love, few events are anticipated more eagerly, nor form the subject of more complex or enriching daydreams than holidays. They offer us perhaps our finest chance to achieve happiness - outside of the constraints of work, of our struggle for survival and for status. The way we choose to spend them embodies, if only unwittingly, an understanding of what life might ideally be about. During the long working weeks, we can vitally be sustained by our dreams of going somewhere else, somewhere far from home, a place with better weather, more interesting customs and inspiring landscapes - and where it seems we stand a chance of finally being happy.

It is perhaps only logical that the British should, as a nation, be particularly obsessed with travel (closely followed in their enthusiasm by the Germans). If every journey is in some way motivated by a disappointment with home, then we are cursed with an unusual range of things to be disappointed about. Just as the greatest romantics are those who have no one to kiss, so the greatest travellers tend to spring from the most hideous, deformed regions of the earth.

There is often something deeply touching about the sight of the British abroad. Our lobster skin, our confusion with other languages, our failure to behave elegantly, our fear of foreign customs, all of these are testimony to a kind of innocence. Unlike the smoother French or Dutch, our performance abroad is akin to that of an elephant attempting to play a violin sonata.

It is only fitting for this deeply ironic nation that one of its favourite activities almost always goes wrong. The tragicomic disappointments of travel are a staple of watercooler conversations and TV travel shows: the half-built hotel, the sense of disorientation, the mid-afternoon despair, the arguments, the lethargy before ancient ruins.

Perhaps the deepest reason why our travels let us down stems from the perplexing fact that when we look at pictures of places we want to go to see (and imagine how happy we would be if only we were there), we are prone to forget one crucial thing: that we will have to take ourselves along with us. That is, we won't just be in India/South Africa/Australia/Prague/Peru in a direct, unmediated way, we'll be there with ourselves, still imprisoned in our own bodies and minds - with all the problems this entails.

I remember a trip to Barbados a few years ago. I looked forward to it for months, I anticipated a beautiful hotel on the shores of a sandy beach (as pictured in a glossy brochure called Winter Sun). But on my first morning on the island, I realised something at once obvious and surprising; that I had brought my body with me and that, because of a fateful arrangement in the human constitution, my interaction with the island was critically to depend on its cooperation. The body proved a temperamental partner. Asked to sit on a deckchair so that the mind could savour the beach, the trees and the sun, it collapsed into difficulties; the ears complained of an enervating wind, the skin of stickiness and the toes of sand lodged between them.

After 10 minutes, the entire machine threatened to faint. Unfortunately, I had brought something else that risked clouding my appreciation of my surroundings; my entire mind - not only the aesthetic lobe (that had planned the journey and agreed to pay for it), but also the part committed to anxiety, boredom, melancholy, self-disgust and financial alarm. At home, as my eyes had panned over the photographs of Barbados, I had felt oblivious to anything besides their contents. I had simply been in the pictures; at one with their elements. I had imagined an agenda-less, neutral observer; pure consciousness. But worries, regrets, memories and anticipations were to prove constant companions on the Caribbean isle, acting like panes of distorting glass between my self and the world.

Another great problem of holidays is that they rob us of one of the important comforts of daily life: the expectation that things won't be perfect. In daily life, we are not supposed to be happy, we are allowed - even encouraged - to be generally dissatisfied and sad. But holidays give us no such grace. They are one time when it seems that we have failed if we cannot be happy. We are therefore prone to be not only miserable on our travels - but miserable about the fact that we are miserable.

DH Lawrence once said that if two people are in love, they will be able to have a nice time in a bare cell. I haven't yet had the opportunity to put this theory to the test, but I do know that the opposite is true. If two people are unhappy together, then no amount of luxury will ever solve the problem. In short, psychology always comes before location - something we tend to forget when booking a holiday.

I remember a trip to a hotel in France with a girlfriend. The setting was sublime, the room flawless - and yet we managed to have a row which, for all the good the room and setting did us, meant that we might as well have stayed at home. Our row (it started with who had forgotten the key in the room and extended to cover the whole of our relationship) was a reminder of the rigid, unforgiving logic to which human moods seem subject - and which we ignore at our peril when we encounter a picture of a beautiful country or hotel and imagine that happiness must naturally accompany such magnificence. Our capacity to draw happiness from aesthetic or material goods seems critically dependent on first satisfying a more important range of emotional or psychological needs, among them the need for understanding, for love, expression and respect. We will not enjoy - we are not able to enjoy - sumptuous gardens and attractive bedrooms with en suite bathrooms when a relationship to which we are committed abruptly reveals itself to be suffused with incompatibility and resentments.

If we are surprised by the power of, for example, a single sulk to destroy the beneficial effects of an entire hotel, it is because we misunderstand what holds up our moods. We are sad at home and blame the weather and the ugliness of the buildings, but on holiday in a nice place we learn that the state of the skies and the appearance of our dwellings can never on their own underwrite our joy nor condemn us to misery.

There is a tragicomic contrast between the vast projects that human beings set in motion, such as the construction of beautiful hotels and the dredging of bays, and the basic psychological knots that undermine them. How quickly the advantages of civilisation (a "hip hotel", a Tuscan villa) are wiped out by a tantrum. The intractability of these knots points to the austere, wry wisdom of certain ancient philosophers, who walked away from the finer aspects of civilisation and argued, from within a barrel or mud hut, that the key ingredients of happiness could not be material or aesthetic, but were always stubbornly psychological.

What then might we do to learn to be a little wiser about our travels? I have seldom come across a more useful guide to travel than the 19th-century German philosopher Arthur Schopenhauer. His great insight was that we stand a much higher chance of being content if we accept that we are unlikely ever to be completely happy. He did not mean to depress us, rather to free us from expectations (on holiday and otherwise) which inspire bitterness. It is consoling, when holidays have let us down, to hear that happiness was never a guarantee. "There is only one inborn error," wrote Schopenhauer, "and that is the notion that we exist in order to be happy. So long as we persist in this inborn error the world seems to us full of contradictions. For at every step, in great things and small, we are bound to experience that the world and life are certainly not arranged for the purpose of maintaining a happy existence... hence the countenances of almost all travellers and elderly persons wear the expression of what is called disappointment." They would never have grown so disappointed if only they had set out on holiday with the correct expectations.

It may also be necessary to accept that the anticipation of travel is perhaps the best part about it. Our holidays are never as satisfying as they are when they exist in an as-yet unrealised form; in the shape of an airline ticket and a brochure. In the great 19th-century novel, Against Nature, by JK Huysmans, the narrator goes on a few holidays which go wrong and then decides never to leave home again. He remains in his study and surrounds himself with a series of objects which facilitate the finest aspect of travel - its anticipation. He reads travel magazines, he has coloured prints hung on the walls, like those in travel agents' windows, showing foreign cities and museums. He has the itineraries of the major shipping companies framed and lines his bedroom with them. He fills an aquarium with seaweed, buys a sail, some rigging and a pot of tar and, with their help, is able to experience the most pleasant sides of a long sea voyage without any of its inconveniences.

I continue to travel in spite of all these caveats. And yet there are times when I too feel there might be no finer journeys than those provoked in the imagination by remaining at home slowly turning the Bible-paper pages of the British Airways Worldwide Timetable.

· Alain de Botton is the author of The Art of Travel, Penguin, £7.99