This paper draws on affect theory and new materialism to argue that it is crucial to pay attention to how and why some people, especially from oppressed and marginalised communities, are so strongly opposed to colonial statues and monuments. Through a critical reading of colonial statues and monuments that highlights their affectivity and materiality, the analysis suggests that there is pedagogical value in both removing and recontextualising colonial statues. This analysis does not settle the debates in favour of one side or the other, but rather adds a neglected theoretical perspective to discussions about the educational value of removing or recontextualising colonial statues and monuments, namely, the concept of "affective injustice." The paper draws on this concept to propose an affective pedagogy of 'living inquiry', a pedagogical approach that enables educators and students to engage in critical inquiry about the ethics, affectivity, materiality, and politics of colonial statues and monuments.