Intriguing explorations at the intersection of the fields of neuroscience and psychology are driven by the quest to understand the neural underpinnings of "the self" and their psychotherapeutic implications. These translational efforts pertain to the unique Creative Arts Therapies (CATs) and the attributes and value of the self-related processes they offer. The self is considered as a multi-layered complex construct, comprising bodily and mental constituents, subjective-objective perspectives, spatial and temporal dimensions. Neuroscience research, mostly functional brain imaging, has proposed cogent models of the constitution, development and experience of the self, elucidating how the multiple dimensions of the self are supported by integrated hierarchical brain processes. The psychotherapeutic use of the art-forms, generating aesthetic experiences and creative processes, touch upon and connect the various layers of self-experience, nurturing the sense of self. The present conceptual analysis will describe and interweave the neural mechanisms and neural network configuration suggested to lie at the core of the ongoing self-experience, its deviations in psychopathology, and implications regarding the psychotherapeutic use of the arts. The well-established, parsimonious and neurobiologically plausible predictive processing account of brain-function will be discussed with regard to selfhood and consciousness. The epistemic affordance of the experiential CATs will further be portrayed, enabling and facilitating the creation of updated self-models of the body in the world. The neuropsychological impact of the relational therapeutic encounter will be delineated, acknowledging the intersubjective brain synchronization through communicative verbal and non-verbal means and aesthetic experiences. The recognition and assimilation of neuroscientific, phenomenological and clinical perspectives concerning the nested dimensionality of the self, ground the relational therapeutic process and the neuroplastic modulations that CATs have to offer on the premise of fostering, shaping and integrating selfhood.