How do we know our own beliefs, intentions, and other attitudes? According to empiricism, such self-knowledge is based in empirical justification or warrant. Agentialists charge that empiricism portrays us as mere observers of a passing cognitive show, and thereby neglects the fact that believing and intending are things we do, for reasons. They maintain that our capacity for self-knowledge derives from our rational agency—our ability to conform our attitudes to our reasons, and to commit ourselves to those attitudes through avowals (Burge 1996; Moran 2001; Bilgrami 2006; Boyle 2009). This paper has two goals. The first is clarificatory: to identify agentialism’s defining thesis and precisely formulate the agentialist challenge to empiricism. The second goal is to defend empiricism from the agentialist challenge. I propose that the phenomena the agentialist associates with believing and intending are, in fact, features of agency more generally. These features are present when a subject’s reasons for acting can issue in action directly. My proposal is compatible with empiricism about self-knowledge. So empiricism can do justice to the idea that believing and intending are exercises of rational agency.