This article presents the effects of neoliberalism in the contemporary world and, in particular, on the subject, through the Foucauldian concept of “entrepreneur-of-the-self”. This entrepreneur has to manage his behaviour, maximise his socioeconomic capital and seek unlimited jouissance through the accumulation of surplus jouissance. But I will show that neoliberalism is not totally hegemonic and that there are some ways of piercing a hole in neoliberal knowledge and truth. Psychoanalysis is one of them because it cannot be assessed or quantified and does not tend to readaptation. It promotes the unconscious knowledge (“savoir-insu” as Lacan says) of the subject. Furthermore, the unconscious itself shows that the subject cannot completely master his own subjectivity nor manage all the aspects of his existence. Finally, psychoanalysis can help the subject to work on his own desire, regardless of the field of value alone.