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On 22 July 2011, the Norwegian Anders Behring Breivik carried out two attacks in Oslo that cost the lives of 77 people, injured many others, and plunged the entire Norwegian nation into mourning. When he was arrested, Breivik presented himself as a member of the Knights Templar, whose mission is to defend the Christian Western world. He considers that he has sacrificed himself by his actions for his people and says that he has prepared himself for martyrdom. In analysing Breivik's words and writings, this article attempts to identify the thought mechanisms involved in Breivik's idea of election (megalomania) and martyrology. It highlights the importance of a mechanism of “return to the sender,” whereby Breivik returns the reproaches directed at him by an agency of judgment (ego ideal or superegoic object). It emphasizes the existence of a “burning desire” and yearning (Sehnsucht) for this same persecuting superegoic object, an object that Breivik constantly wants to find again, even if in death. Taking into consideration Searles's hypothesis that the sense of being persecuted is a defence against the impossibility of mourning, and also H. Blum's hypothesis that persecutory feelings are indicative of fears of a “regressive loss of object constancy,” the different psychic mechanisms and modes of functioning underlying Breivik's terrorist determination are related here to what we know about his affective development and infantile relationships.