This article provides a philosophical framework to help unpack varieties of self-knowledge in clinical practice. We start from a hermeneutical conception of "the self," according to which the self is not interpreted as some fixed entity, but as embedded in and emerging from our relating to and interacting with our own conditions and activities, others, and the world. The notion of "self-referentiality" is introduced to further unpack how this self-relational activity can become manifest in one's emotions, speech acts, gestures, and actions. Self-referentiality exemplifies what emotions themselves implicitly signify about the person having them. In the remainder of the article, we distinguish among three different ways in which the self-relational activity can become manifest in therapy. Our model is intended to facilitate therapists' understanding of their patients' self-relational activity in therapy, when jointly attending to the self-referential meaning of what their patients feel, say, and do.