This paper addresses the foundations of Teleological Individualism, the view that organisms, even non-sentient organisms, are goal-oriented systems while biological collectives, such as ecosystems or conspecific groups, are mere assemblages of organisms. Typical defenses of Teleological Individualism ground the teleological organization of organisms in the workings of natural selection. This paper shows that grounding teleological organization in natural selection is antithetical to Teleological Individualism because such views assume a view about the units of selection on which it is only individual organisms that are units of selection. However, none of the Conventionalist, Reductionist, or Multi-Level Realist theories serve to justify such an assumption. Thus, Teleological Individualism cannot be grounded in natural selection.