Our focus is on three key aspects of self-identity, continuity, uniqueness, and agency. They have been researched from a diverse range of theoretical and methodological perspectives. Our aim is to articulate the different ways in which these intangible qualities have been translated into objects of research and knowledge, and the assumptions that researchers make in the service of that translation. Our broader aim is to use studies taken from the wide-ranging literature to show the correspondence between theoretical assumptions and the rationale for asking certain kinds of questions; between assumptions made about the ontology of each phenomenon and the methodology used to render it researchable. For example, questions about why we think we are stable or how we balance needs for uniqueness and sameness presuppose that stability is merely a perception, or that we are biological or cognitive beings. Furthermore, different epistemological assumptions determine what kind of object is researched: a measurable “psychological object,” a discursive practice, or an experience. They determine whether it is located within the person, in narratives or interactions, or beyond the discourse. Showing how assumptions are realized brings into sharp relief the important subjective element in researching self-identity which is manifested in the choices and the decisions we make. In conclusion, we outline two key challenges for identity researchers: one is to make explicit the assumptions and decisions that drive the research, and the second is to consider whose interests are addressed; the researcher’s conceptual or participants’ practical concerns.