This paper examines the sources of knowledge workers’ work intensity and the self-leading strategies they apply to deal with it. The paper is based on focus group interviews with management consultants in a Danish management consultancy firm. Work intensity was identified as resulting from a combination of: (1) a results-only focus, (2) vagueness, (3) boundaryless work, and (4) low control of the quantitative load. A framework for self-leading strategies is developed based on the dimensions of reactive/proactive and self-focused/externally focused strategies in different combinations. The results indicate that while consultants expressed a belief in internal self-discipline strategies of a more reactive nature, in fact, external and proactive strategies were the most effective in practice. In conclusion, the paper contributes to an extension of self-leadership theory to better account for current research on self-control.