The essay attempts to answer two questions, assumed to be prior to any discussion of the concept of heteronymity, attributed to Fernando Pessoa. They are: ‘Where are heteronyms located?’ and ‘Where does the relationship between heteronyms take place?’. It claims that for Pessoa heteronyms are located in other minds, and that the relationship between minds does not always originate in Pessoa’s mind. Pessoa might have held a pan-psychical notion of literature, incompatible with the ideas about heteronymity he is usually credited with.