Every subject needs to construct their own history if they are to be able to think about themselves and auto-invest in a reality, both external and psychic, that remains largely unknown to them. It should come as no surprise, then, that the appropriation of knowledge about oneself, a process that is supported by psychoanalytic treatment, meets with questions that are specific to History. Speaking of “History” and “Psychoanalysis” would lead us to construct an epistemological approach based on a psychoanalytical investigation centred on the conditions of psychic production of these discourses and on the situation of interlocution. On the other hand, from a perspective that interacts with the previous one, the questioning of psychoanalysis itself, as a method of investigation stemming from a theory of analytic treatment and the psyche, can start from the borrowings of models that psychoanalysis makes from various regions of rationality, and in particular from History, in order to explore the use and limits of these borrowings.