Uncontroversially, individuals exercise agency in acting; can we say the same about believing? This paper argues that subjects do indeed exercise agency over their beliefs and provides an account by which this is possible. On my picture, self-awareness is fundamental to the nature of doxastic agency. Drawing on work in the philosophy of action, I argue that subjects exercise agency in performing mental actions that form and sustain their beliefs, where they are aware of these actions as part of reasoning (...) and exercising agency over their beliefs. (shrink)