In this dissertation, I reconcile our knowledge of our own minds with philosophical naturalism. Philosophers traditionally hold that our knowledge of our own minds is especially direct and authoritative in comparison with other domains of knowledge. I introduce the subject in the first chapter. In the second and third chapters, I address the idea that we know our own minds directly. If self-knowledge is direct, it must not be grounded on anything more epistemically basic. This creates a puzzle for all epistemologists. For the naturalist, the puzzle is especially tricky. To say that self-knowledge has no epistemic ground threatens the naturalist's ability to understand it as psychologically real. I argue that the idea that self-knowledge is direct is not well motivated and that models of direct self-knowledge have fundamental problems. In the fourth and fifth chapters, I examine first-person authority. I distinguish between epistemic authority, or being in a better position than others to know, and non-epistemic authority, or being immune to challenge according to some conventional norm. I argue that we have only limited epistemic authority over our own minds. I then consider whether there may be an interesting non-epistemic authority attached to the first-person perspective. This would locate first-person authority in connection with our responsibility for our own minds. I argue that this sort of authority may exist, but is unlikely to threaten naturalism without further anti-naturalist commitments in the philosophy of mind. In the final two chapters, I explore the possibility that the underlying disagreements between naturalists and anti-naturalists are about the nature of belief. I consider what failures of self-knowledge might demonstrate about the nature of belief. I show how, with the proper understanding of belief, a theory of self-knowledge can assuage some of these worries. Having adopted a conception of belief that makes sense for philosophy and empirical psychology, I outline a positive theory of self-knowledge and suggest directions for future research.