<p>Diverse instruments have been created for the empirical study of the self. For many researchers, this is considered to be a problem for the progress of knowledge about the topic. However, from the complexity perspective adopted here, we believe that the abundance of instruments and the criticism it receives is due to the fact that the complexity of the self is considered from a lineal perspective. With this in mind, a conceptualization of the self as complex phenomena is presented. An analysis of some advantages and disadvantages of the structured and non-structured self-observational methodologies (qualitative and quantitative) as well as an outline of a new methodology that allows for overcoming some problems regarding these methodologies is discussed. This will facilitate research on the self as complex phenomena.</p><p> </p>