The article is devoted to the theoretical understanding of the concept of “self-change” in psychology. The review of empirical studies of the problem of voluntary personal changes (self-changes) revealed that traditionally the problem of self-changes was studied within the framework of clinical and applied areas of psychology, as a rule, in the context of dealing with various types of addictions and personal changes in psychotherapy. It was discovered that cur-rently the problem of self-changes of personality has spread from the field of clinical research to the spheres of personality psychology, developmental psychology and social psychology, where the dominant idea is that personal changes are not the result of specific life events or changes in social roles, but occur due to the activity of the personality. The analysis of defi-nitions for the concepts “self-development”, “self-regulation”, “self-determination”, and “per-sonal growth initiative” was carried out and the relationship of the presented categories with the concept “self-change” was considered. It was shown, that the status of the concept “self-change” is not defined today; it is closely related to the understanding of other self-processes, but is not identical to them. In the final part of this article, the authors analyze and describe the main methodological approaches to studying self-changes. It was noted, that approaches to the study of personality self-changes vary widely from the analysis of questionnaires and self-reports, specific for each problem in clinical areas of psychology, to the analysis of in-depth interviews and narratives in phenomenological studies. The article presents approaches related to the study of the goals of personal change (N. Hudson, B. Roberts), one’s desire for change (D. A. Leontiev, D. V. Sapronov), the study of self-changes as part of the process of self-development (M. A. Shchukina), and personal growth (C. Robitschek).