This article examines demand for guns for personal protection in the USA, South Africa, and India. To make sense of pro-gun sentiment across these different contexts, I argue that gun owners and carriers who arm themselves for personal protection represent a particular kind of ‘responsibilized’ subject. Drawing on Foucault’s analysis of sovereign power and governmentality, I develop a theory of the ‘sovereign subject’. This is a political rationality marked by private individuals’ capacity and desire to perform sovereign functions that the state has typically monopolized, specifically the exercise of legitimate, lethal violence. I conclude the article by suggesting four characteristics (historically precarious state monopoly on sovereign power; legality of civilian use of guns; preponderance of criminal guns; and US influence) that may encourage demand for guns in high-crime societies.