Hardly any other modern thinker has placed reflection on the self, on its genesis, its power of expression, its possibilities of presentation, its pluralization and perspectivization at the heart of philosophy the way Nietzsche has. Still, the term “self-reflection” is strikingly absent throughout his work. The paper argues that the absence of the explicit term is not due to a lack of thinking about the self, but rather an indication that Nietzsche follows other rhetorical strategies, within a different conceptual horizon than the one laid out by the traditional philosophy of the subject. Particularly important to him are the modes and modalities of thinking that fashion the style of his argument and also the medium of self-observation. Nietzsche’s interest in the stylistic and musical dimension of self-observation can be traced from the earliest texts that neighbor The Birth of Tragedy (circa 1871) up to the autobiographically oriented retrospection of Ecce Homo (1889). The chapter outlines the ways in which Nietzsche replaces the concept of self-reflection with a strategy that grants priority to perspectivism and the concomitant inevitability of speaking in masks, culminating in the famous question “how one becomes what one is.” Nietzsche seeks strategies to abandon the terrain of idealism, to which the concept of self-reflection owes its most forceful articulation. But he does not give up the notion of the self altogether. Instead, he embarks on a way of thinking that eventually leads to the discovery of a pluralistic, heterogenous self.