In five studies ( N = 1,074), we examined the relation—both correlational and causal—between nostalgia, a sentimental longing for one’s past, and global self-continuity (GSC), a sense of connection among past, present, and future selves. Furthermore, we addressed mechanisms underlying this relation. We asked, in particular, whether nostalgic individuals might achieve GSC by constructing a narrative to give meaning to life transitions (narrative), connecting to the past (associative links), or believing in a self that is resistant to change (stability). Nostalgia predicted (Studies 1–3) and caused (Studies 4 and 5) GSC. The relation between nostalgia and GSC was consistently mediated by narrative, sporadically mediated by associative links, and unmediated by stability. The robust indirect effect via narrative remained significant when controlling for rumination (Study 3). We discuss theoretical and practical implications.