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Sociological scholarship on the self, especially work in the areas of cultural social psychology and symbolic interaction, is often split between that which builds on the pragmatist vision inspired by Chicago School thinkers like George Herbert Mead and Charles Sanders Peirce, on the one hand, and that which develops the performance-oriented work of Erving Goffman, on the other. From the pragmatist perspective, the self is realized via a socially situated, dynamic, and reflexive internal dialogue. From the performance perspective, the self is a dramaturgical achievement. Blending these paradigms into a new analytic lens, we argue that the self is accomplished as a socially engaged and multivocal performance of reflexivity with mutually reinforcing internal and outwardly-facing dimensions. We analyze multiple cases from three main time periods to illustrate how actors performatively engage in self-reflexivity to dramatize and resolve different social and cultural tensions associated with mass historical transformations and power/status distinctions. First, we address cases of the mid-nineteenth century, including Transcendentalist texts and popular slave narratives. Next, we address cases from the dawn of the twentieth century, with particular attention to Sigmund Freud’s The Interpretation of Dreams and W.E.B. Du Bois’s The Souls of Black Folk. We then turn to late twentieth and early twenty-first century social theory, focusing on feminist standpoint theory and contemporary ethnography. In all of these cases, individuals perform a reflexive self-interaction to navigate social tensions and justify moral and epistemic claims. Such high-profile cases reveal important dynamics that are relevant to our understanding of increasingly common cases, such as the performance of self-reflexivity in the digital public sphere.