This chapter discusses the theatrical practices of the surrealist artist Leonor Fini (1907–1996) in relation to strategies of self-protection and empowerment through self-fashioning and affect on audiences. Fini theatrically staged and lived her paintings through continuously dressing-up and recreating herself in different roles as a way to experiment with what she called her own multiplicity and to liberate herself from constrictions as a woman/artist in a male dominated art world. Through spectacular self-designed costumes, masks and different ways of self-stylisation, displayed in public performances at balls or social events and in photographic portraits taken by prominent art and fashion photographers, Fini indulged in processes of self-transformation and transgression. “Becoming” animals, hybrid creatures, sorceresses and others, she staged herself as a powerful woman and artist subverting conventional gender roles and the notion of fixed identities. Interpreted through theories in theatre and performance studies as well as notions of the sublime and becoming, the case of Leonor Fini is highly relevant for discussing the interaction of performance and performativity and the merging of artistic creation and self-creation in the self-fashioning of a woman artist that performs as a powerful, sometimes terrifying subject through creating herself as a sublimely beautiful object.