The last two decades have brought several attempts to explain the self as a part of the Bayesian brain, typically within the framework of predictive coding. However, none of these attempts have looked comprehensively at the developmental aspect of self-representation. The goal of this paper is to argue that looking at the developmental trajectory is crucial for understanding the structure of an adult self-representation. The paper argues that the emergence of the self should be understood as an instance of conceptual development, which in the context of a Bayesian brain can be understood as a process of acquisition of new internal models of hidden causes of sensory input. The paper proposes how such models might emerge and develop over the course of human life by looking at different stages of development of bodily and extra-bodily self-representations. It argues that the self arises gradually in a series of discrete steps: from first-person multisensory representations of one’s body to third-person multisensory body representation, and from basic forms of the extended and social selves to progressively more complex forms of abstract self-representation. It discusses how each of them might emerge based on domain-general learning mechanisms, while also taking into account the potential role of innate representations. Finally it suggests how the conceptual structure of self-representation might inform the debate about the structure of self-consciousness.