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Abstract: The article defines self-exploration as cognition process in which the subject and the object is one person and which may be conscious or non-conscious. Conscious self-exploration is reflection. The main drawback of the existing definitions of self-exploration is that they are limited to enumeration of different qualities of a person. The content of self-exploration is the reflection of oneself by the person and formation of a certain “I” image. The article provides critical analysis of the term “self-exploration” and the other similar terms beginning with “self-” (self-actualization, self-determination, self-teaching, self-education, self-management, etc.). The fundamental problems of individual existence of a person are discussed: 1. Who am I, and why am I like this? 2. What is my attitude to myself? 3. What do I want to be? What can I be? What should I be? 4. How can I become the person I want, can and should be? The answers to the first two questions require objective self-exploration, i.e. self-description and selfinterpretation. The answer to the second question requires evaluative self-exploration as well, to the third question – project self-exploration, to the fourth question – self-management of self-project realization. The sequence of the kinds of self-exploration shows its logic. It is very important to take into account the fact that there are both direct and reverse connections between these kinds of self-exploration. Self-exploration is among the fundamental values of life. The essence of scientific self-exploration is in its productive self-realization, which is understood as benefits for oneself, other people and the society, without doing harm to anyone.