Nietzsche’s view of the self and will seems to culminate in a naturalistic account of human agency. If we understand Nietzsche as primarily a naturalist who thinks philosophy should more or less be modeled on the sciences whose investigations are restricted to empirical observation and whose explanations, like causal explanation, are natural (rather than supernatural), then ascribing a naturalistic account of human agency to Nietzsche is appropriate. However, I argue that attributing a naturalistic account of agency, or any account of agency to Nietzsche, misunderstands Nietzsche’s skepticism. I attempt to demonstrate the primacy of Nietzsche’s skepticism by showing how “his” naturalistic “account” of agency is best understood as an instrument in the service of his purely critical and deflationary project. To show the instrumental character of his “account,” I show how the account is used to oppose traditional notions of agency without itself becoming Nietzsche’s theory of agency.