This article examines Nietzsche’s analysis of the phenomenology of agent causation. Sense of agent causation, our sense of self-efficacy, is tenacious because it originates, according to Nietzsche’s hypothesis, in the embodied and situated experience of effort in overcoming resistances. It arises at the level of the organism and is sustained by higher-order cognitive functions. Based on this hypothesis, Nietzsche regards the sense of self as emerging from a homeostatic system of drives and affects that unify such as to maintain self-efficacy (...) levels. He relies on the same hypothesis to explain the emergence of an ascetic moral system and its specific, interpretive-affective ‘mechanism of willing’. The article aligns Nietzsche’s account of agent causation with Albert Bandura’s self-efficacy studies and Antonio Damasio’s recent account of self-systems as homeostatic systems. (shrink)