In the recent methodological individualism-holism debate on explanation, there has been considerable focus on what reasons methodological holists may advance in support of their position. We believe it is useful to approach the other direction and ask what considerations methodological individualists may in fact offer in favor of their view about explanation. This is the background for the question we pursue in this paper: Why be a methodological individualist? We start out by introducing the methodological individualism-holism debate while distinguishing two forms of methodological individualism: a form that says that individualist explanations are always better than holist accounts and a form that says that providing intervening individualist mechanisms always makes for better explanations than purely holist ones. Next, we consider four lines of reasoning in support of methodological individualism: arguments from causation, from explanatory depth, from agency, and from normativity. We argue that none of them offer convincing reasons in support of the two explanatory versions of individualism we consider. While there may well be occasions in which individualists’ favorite explanations are superior, we find no reason to think this always must be the case.