Constant pleasure-seeking may not yield the most actual pleasure or happiness. Pleasure may be hard to acquire directly.
But I now thought that this end [one's happiness] was only to be attained by not making it the direct end. Those only are happy (I thought) who have their minds fixed on some object other than their own happiness[....] Aiming thus at something else, they find happiness along the way[....] Ask yourself whether you are happy, and you cease to be so. –John Stuart Mill