Do we appear to ourselves in a specific way that requires a phenomenological description? Do we need a phenomenology of self-knowledge? Another way to raise this question about the legitimacy of a phenomenological approach to the Self is to ask whether a philosophical analysis of the linguistic use of the personal pronouns is able to provide a satisfactory account of self-knowledge. Does the linguistic turn make phenomenology superfluous? Discussing the respective merits of the linguistic and phenomenological approaches to the concept of the Self through a crossed analysis of Sartre, Ricoeur, and Descombes, this paper stresses the complementarity between a phenomenological approach that focuses on the way we appear to ourselves and a linguistic analysis of the first-person pronoun. It claims that this relation of complementarity makes both approaches necessary to put forward the paradoxes of self-knowledge.