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This essay argues for the importance of Henry David Thoreau as a theorist of conscience. Conscience for Thoreau is a faculty that must be constructed through engagements with both the natural world and the diversity of human thought. Thoreau’s position on conscience thus exemplifies a more general theoretical claim in Walden: that political subjectivity in the modern era requires a transformation of self in light of global diversity. Though the fact that conscience arises through global engagement is central to Thoreau’s work, this has frequently been overlooked by the latter’s critics, including Walter Benn Michaels, Stanley Cavell, and Hannah Arendt. In restoring this point to Thoreau, I also suggest its broader theoretical importance with regard to Michel Foucault’s claim that the “practices of the self,” or techniques used to make oneself a subject adequate to the truth, have been lost in the modern era. Thoreau’s work demonstrates that, in fact, these practices were not lost; they simply transformed from a concern with a singular truth to an engagement with different ideas about how to live in the world. Focusing on the global connections embedded in Thoreau’s attempt to sound the bottom of Walden Pond, I call this sounding a “practice of the global self.” The essay goes on to look at how, specifically, Thoreau developed his notion of global conscience through his readings of Confucius, Mencius, and the Bhagavad Gita. In a brief coda, I consider how Thoreau’s work has a parallel with the idea of conscience found in the Universal Declaration of Human Rights.