The VUCA world and its complexity challenge individual performance. Within the field of organizational psychology and management, self-leadership has been studied as a construct that enables the optimization of individual performance and enhances adaptability to change. According to Godwin et al., self-leadership encompasses several positive characteristics, including decision-making, persistence, creativity, and autonomy. This new approach, as suggested by Pihl-Thingvad, fosters the development of an individual's capabilities when facing continuous challenges within an organization, enabling them to meet the demands of stakeholders. The proposal of the chapter is to explain how self-leadership can influence individual performance in a VUCA world.