This thesis examines Nietzsche’s model of subjectivity, with a particular focus on the process of self-regulation. Self-regulation is to be understood as the maintenance of the psychological stability or ‘well-being’ of an individual, especially in the face of adverse circumstances. I suggest that self-regulation provides us with a more intelligible means of exploring the philosophical psychology Nietzsche provides than self-formation. The reason for this is twofold: (i) self-regulation is a phenomenon exhibited by all individuals, not just elite, ‘higher’ types, who are singled out by Nietzsche, as being capable of the task of self-formation, and (ii) we can identify distinct psychological mechanisms involved in this process of self-regulation, in contrast to the somewhat obscure notion of ‘becoming what you are’. The thesis explores key psychological mechanisms involved in regulating a self, namely forgetting, autobiographical memory, and self-deception. The capacities implicated in these regulatory processes can be seen to possess a different functional profile to that of a drive or an affect. The thesis thus supplements current drive-based accounts which have so far dominated discussions of Nietzsche’s model of the self, by further exploring different structures within the self, and their operations. Outlining the interactions between these regulatory capacities, and the drives and affects, enables us to have a richer understanding of how a self may develop itself through interpretation, incorporation, and extirpation. Finally, the thesis offers a taxonomy of the characteristics of self-regulation by triangulating this notion with Nietzsche’s concept of health. This will show how self-regulation can be linked with marks of Nietzschean health such as incorporation, providing a necessary condition for self-formation in strong, artistic, ‘higher’ types. However, the thesis will also show that self-regulation can come apart from health, concluding that self-regulation emerges as a necessary but not sufficient condition for the higher ideal of health.