This article uses Stevens’s (2002) five lenses (biological, experimentalist, social constructivist, psychodynamic and experiential) and Bachkirova’s (2011) three stories of the self (self as an operator, an evolved self and no self) to describe different manifestations and interpretations of a lost sense of self. Using a developmental coaching approach, the article then explores three key considerations when coaching a lost sense of self. Firstly, the origin of the loss – how the loss was first sensed by the client. Secondly, the importance of understanding client self-concept is explored in two parts. Initially, understanding of their self-construction (unitary stable self, dynamic self, multiple selves and no self) and next their ego development stage (unformed, formed and reformed). Self-concept is likely to inform client response to their lost sense of self but also inform the type of coaching techniques that might be most appropriate. Finally, the coach perspective is considered. Coaches are encouraged to be aware of their own self-concept and how it might impact their approach. This article concludes that a blend of all these factors will determine whether a lost sense of self is hunted down or simply let be.