The immediate experience of self-agency, that is, the experience of generating and controlling our actions, is thought to be a key aspect of selfhood. It has been suggested that this experience is intimately linked to internal motor signals associated with the ongoing actions. These signals should lead to an attenuation of the sensory consequences of one's own actions and thereby allow classifying them as self-generated. The discovery of shared representations of actions between self and other, however, challenges this idea and suggests similar attenuation of one's own and other's sensory action effects. Here, we tested these assumptions by comparing sensory attenuation of self-generated and observed sensory effects. More specifically, we compared the loudness perception of sounds that were either self-generated, generated by another person or a computer. In two experiments, we found a reduced perception of loudness intensity specifically related to self-generation. Furthermore, the perception of sounds generated by another person and a computer did not differ from each other. These findings indicate that one's own agentive influence upon the outside world has a special perceptual quality which distinguishes it from any sort of external influence, including human and non-human sources. This suggests that a real sense of self-agency is not a socially shared but rather a unique and private experience. (Contains 6 figures.)