The modern life course is described as a 'choice biography.' Rationality and control, and life planning and self-management are central notions. Instead of rejecting the notion categorically, this article opts for a more balanced approach. The Protestant tradition shares central characteristics with choice biography, as Calvin, Edwards, and Bunyan show. However, there are dissimilarities as well. Fundamental in 'choice biography' is its lack of transcendence. Modern individualism threatens to collapse into one-dimensional secularism and egoism. In retrieving Kierkegaard's legacy, the notion 'choice biography' might undergo a critical re-appraisal. In his philosophy, we find both the absolute value of the individual's choices, and a plea for transcendence.