This paper argues for interpreting Nietzsche along the lines of a self-constitution view. According to the self-constitution view, a person is a kind of creation: we constitute our selves throughout our lives. The self-constitution view may take more than one form: on the narrative version, the self is like a story, while on the Kantian version, the self is a set of principles or commitments. Taking Marya Schechtman’s and Christine Korsgaard’s accounts as paradigmatic, I take the self-constitution view to emphasize practical considerations and the first person point of view and to conceive of the self as active in self-creation. The interpretation I offer can make sense of Nietzsche’s remarks about self-creation and of many of Nietzsche’s remarks about the self that would otherwise seem contradictory. In particular, Nietzsche’s anti-metaphysical remarks about the self fit well with the self-constitution view as long as they are understood as theoretical claims that do not undermine the importance of the practical point of view.