In Psychology from an Empirical Standpoint (1874), Brentano defines psychology as the science of psychical phenomena rather than study of the soul. As such, he does not address Hume’s objection regarding the existence of the soul as substantial bearer of human experiences or his conclusion that the “self” is merely “a bundle of perceptions.” Yet Brentano has an implicit understanding of the self that radically challenges various conceptions of self by Hume, Kant, Mill, Comte and others. This paper explains how Brentano circumvents Hume’s “problem of the I,” by calling into question his views on causality and outlines certain features of Brentano’s account of the self that are most relevant to its understanding and evaluation. In conclusion, it argues that there is another “problem of the I” in Brentano’s understanding of the self in PES, to which he is oblivious, but which some of his followers struggled to resolve.