The decisive moment in the life of the narrator of the unfinished short story O Peregrino, written in 1917, happens when he meets a strange man in black. This brief interaction instantly reactivates an old melancholy and inspires the decision of departing from his parent’s home and to go on a pilgrimage. Regarding what Freud says in The Uncanny (1919), this is so because such an interaction is experienced as the revisitation of his long-gone psychic unity. In this article, I not only argue that this pilgrim’s story is an allegorical account of Pessoa’s own private crisis, which originates immediately after he creates his heteronyms in the summer of 1914, but I also suggest that Caeiro’s appearance (and his companions’ appearance) is repeatedly interpreted by Pessoa as a revisitation of that sort.