Ideas about self and identity being illusions have been around for a long time in both Eastern and Western philosophies and psychologies. In this article, I trace the concept of there being no independent self (separate from conscious experience) from its ancient roots in the philosophies of Heraclitus and the Buddha through the Age of Enlightenment (David Hume) to modern times (William James, the Dalai Lama). In sport and exercise psychology, substantial interest has grown in mindfulness practices with little attention paid to its original goal in Buddhism of the realization of no-self. The question is, however, what might be the usefulness of these concepts about the illusory nature of the self and identity in the world of sport and exercise psychology service? © 2020 The Author(s). Published with license by Taylor & Francis Group, LLC