This paper examines Foucault's history of the ancient practices of the self. It suggests that his historical reconstruction usefully distinguishes quite different models of self-cultivation in antiquity, and in doing so helps us to identify and understand the parameters and ambitions of much nineteenth-century German philosophy, especially the ethics of self-cultivation Nietzsche formulates in his middle works. However, it also shows how Foucault's casual formulation of an 'aesthetic of existence' is seriously misleading as a guide to the ancient practices of the self, most notably the Stoic tradition. This paper argues that Foucault does not properly take into account how Stoicism conceives the desire to flee from or break with oneself, which Foucault places at the centre of his own askesis, as a pathological agitation that requires therapy. From the Stoic perspective, in other words, Foucault's askesis of constantly losing oneself is symptomatic of a failure to care for oneself.