This article offers a political-theoretical exploration of the concept of askesis, understood in its broadest, etymological acceptation as training, practice, or exercise. I argue that asceticism, a concept primarily of interest in religious studies or in the history of ethical systems, can productively be incorporated into analyses of politics. It is of particular use in thinking through questions of inequality, domination, and resistance to these latter. Building on theorists such as Nietzsche, Foucault, and Sloterdijk, as well as various sources from Greek antiquity, I first theorize practices of the self – or askeseis – as central in a broad range of human projects of self-fulfillment (eudaimonia) and as dynamogenic, that is, productive of (political and ethical) capacities. In the Greek polis, for example, askesis was a fundamental pre-condition for the ability to perform and be recognized as a full, powerful citizen. From this perspective, it is all the more striking that women, slaves, and the poor were excluded from the various domains of self-training. I argue that this exclusion served to reinforce existing power hierarchies. But askesis can always also be used to resist existing hierarchies: it is a fundamentally ambivalent, politically unstable, and hence strategically important force. There exists a real political stake in taking control of what I call ‘the means of training,’ viz., the social spaces of self-fashioning, self-maximizing, dynamogenesis. I conclude with some reflections on the significance of this framework for understanding our current neoliberal ethical-political reality.