The references to Nietzsche proliferate in such a way along the almost thirty years of Foucault’s theoretical work that is evident the strong link between them. Moreover, a careful examination of Foucault's analysis on the emergence of a knowledge about the individual in modern times shows that there are, from a programmatic point of view, solid affinities. However, do not taking into account any dissonances or even antagonisms result, simultaneously, in a superficial and incomplete approach. It is precisely what will look for to avoid in this paper.