Is it possible for there to be a fruitful dialogue between Søren Kierkegaard and Buddhists regarding the understanding of the self? In this paper, I explore the possibilities for such a dialogue by first discussing the rejection of substantialism shared by Kierkegaard and Buddhists. Next, although many Buddhists accept a reductionist account of the kind found in the Abhidharma tradition, Madhyamaka thinkers such as Nāgārjuna and Candrakīrti are well-known for offering an account of the self, based on the notion of emptiness (śūnyatā), which resembles in some ways the account of the self that is proposed by Kierkegaard’s pseudonym Anti-Climacus in The Sickness Unto Death. Third, I discuss Jonardon Ganeri’s performativist theory of the self and his suggestion that this view, originally developed by Candrakīrti, informs the view of the self which is developed by Kierkegaard’s pseudonym Johannes Climacus in the Concluding Unscientific Postscript. I conclude by exploring how Ganeri’s perfomativist theory of the self can illuminate recent attempts by both Buddhist and Kierkegaard scholars to articulate their accounts of the self by an appeal to narrative.