This monograph sought to know the phenomenon of the “option” of the walker's life, from the perspective of Carl Gustav Jung's Analytical Psychology. A Field Research was carried out, using the phenomenological interview as the adopted methodology. Through the results collected, a probable profile of the walker was constructed and an attempt was made to establish possible relationships between his life option and the Individualization Process. Their close relationship with the archetypes of the wanderer, the pilgrim, the path, the hero and the pilgrimage was demonstrated. At the end, we sought to discuss the Walker's Individualization Process, highlighting the aspects of Ethics, Errance, Shadow and Religious.