Recent work–life balance (WLB) studies offer considerable insight intothe challenges and strategies of achieving WLB for senior managers. This study shifts the focus from asking how to asking why individuals are so invested in pursuing a particular kind of WLB. Through analysing 62 life history interviews with male and female senior executives in Denmark, we develop the concept of the gendered project of the self to theorise WLB. We show how for the executives, WLB was not simply an instrumental process of time or role management; instead, pursuing WLB in a certain way was a key part of acquiring and maintaining a particular desired subjectivity or a sense of self as a better person, better worker and better parent. We argue that theorising WLB as the gendered project of the self allows us to explicate the mechanisms through which gendered social and cultural expectations translate into how male and female executives can and want to pursue their WLB goals – first by driving one’s desire for WLB and, second, by shaping and restricting what is desired. In doing so, we highlight the importance of scrutinising the role of broader WLB discourses in shaping the experience and uptake of organisational WLB policies.