In July of 1911, at the age of 23, de Chirico moved from Florence to Paris. Shortly after his arrival, in the fall of 1912, he was invited to exhibit three paintings in the Salon d'Automne. Among them, the artist included the present self-portrait and two landscapes.

The works were noticed by Picasso who pointed them
out to Apollinaire. It was the latter who stated
that it was the first time that they had come across
something that had nothing to do with the art they
knew, that seemed totally independent from all the
contemporary experiences of Fauvism and Cubism. The
poet, Apollinaire, respected and influential as a
critic, was fascinated by what were, in fact, the
first de Chirico paintings exhibited in Paris....
(P. Baldacci, op. cit., p. 14)

The present painting is the first of a long series of self-portraits executed by de Chirico throughout his life.

This obsessive depiction of himself may have involved
an element of narcissism; but these self-portraits
were also examples of theatrical role-playing and a
means by which he expressed his view of the artist as
a heroic, visionary figure. (exh. cat., E. Cowling and
J. Mundy, On Classical Ground, Picasso, Léger, de
Chirico and the New Classicism 1910-1930, London, 1990,
p. 79)

Discussing the dating of this self-portrait, James Thrall Soby wrote:

The first of these (possibly begun in Florence in 1910),
with its inscription "What shall I love if not the
enigma?," is dated 1908. This date is false and a
macrophotograph of the picture's signature and date,
taken soon after the canvas was cleaned in 1950, reveals
that the digits "08" have been superimposed over
underlying digits "11"... Superimposed by whom, and
when, and why? None of these questions has yet been
answered authoritatively. Yet it seems possible that de Chirico himself may have affixed the 1908 date at some
point. (J.T. Soby, op. cit., p. 36)