Psychology or self-knowledge matters in all cultures and [that is why] religion, philosophy, ethics and mysticism lay stress on self-knowledge. Socrates’ well-known message was “know yourself”. In Socratic philosophy, self-knowledge is the foundation of ethics and virtues. Philosophy basically aims at perfecting human soul and so does religion. It is not possible to attain this goal without knowing and training the soul. It is because of this that the Glorious Quran and Islamic traditions give importance to self-knowledge as the best kind of knowledge and as a key to wisdom and virtues, considering education and purification as the goal of divine prophets’ mission. This has prompted Muslim philosophers and mystics to take the subject of self-knowledge seriously into account. According to this approach, theosophy is a journey towards perfecting one’s soul theoretically and practically. That is the reason why Mulla Sadra has called his magnum opus on philosophy ‘four journeys’ (al-asfar al-arba’a) corresponding with four spiritual journeys. Theoretical philosophy offers the epistemic foundations of this journey plus with its origination and destination, whereas practical philosophy tells us how we can reach the said destination. The concept of ‘four journeys’ is borrowed from ‘irfan (Islamic mysticism) which is based on spiritual journey and in which the wayfarer is the soul that journeys. Practical mysticism tells us how we can undergo the journey and theoretical mysticism explains its achievements and the spiritual geography where this journey takes place. The present article explains the dimensions of the self-knowledge and its role in completing human soul. According to the author, self-knowledge has different dimensions which can be followed through empirical, intellectual, religious and mystical methodologies. With the application of these methodologies, out will come different sciences related to self-knowledge. These sciences include psychology, philosophical self-knowledge, mystical self-knowledge and religious self-knowledge. He will also assess the impacts of self-knowledge on self-building.