In today’s socio-technical constellations, our daily online and offline lives are increasingly governed by what can be termed algorithmic governmentality. Understood as the governing of the social based on the algorithmic processing of big data, algorithmic governmentality significantly limits human agency and individuals’ abilities to control data inputs and algorithmic outputs. An antidote and a solution to governance of this kind require assembling conditions for enabling digital sovereignty. Seen as a counter-conduct to governmentality, sovereignty concerns agency, control, autonomy, authority, self-reflection, and self-determination. Foregrounded on empirical research that relates specifically to platform algorithms, this article discusses the requirements for the digital sovereignty of individuals and the socio-technical conditions that should enable that sovereignty. By introducing and conceptualizing the notion of agency affordances, the article provides several illustrative examples of how this sovereignty can be inscribed through the technical and unfold via the societal.