Nietzsche, we are often told, had an account of ‘self’ or ‘mind’ or a ‘philosophical psychology’, in which what he calls our ‘drives’ play a highly significant role. This underpins not merely his understanding of mind—in particular, of consciousness and action—but also his positive ethics, be they understood as authenticity, freedom, (self-)knowledge, autonomy, self-creation, or power. But Nietzsche did not have anything like a coherent account of ‘the drives’ according to which the self, the relationship between thought and action, or consciousness could be explained; consequently, he did not have a stable account of drives on which his positive ethics could rest. By this, I do not mean that his account is incomplete or that it is philosophically indefensible: both would leave open, misleadingly, the possibility of a rational reconstruction of Nietzsche's views; both would already assume more unity and coherence than we find in his texts. Specifically, as I show through detailed analysis, Nietzsche provides varied and inconsistent accounts of (1) what a ‘drive’ is, (2) how much we can know about drives, and (3) the relationship between drives and conscious deliberations about action. I conclude by questioning the hunt for a Nietzschean theory: is this the best way to be reading him?