In the thesis I advocate a pragmatic explanatory non-reductive naturalistic account of subjectivity compatible with the state of the art in empirical consciousness studies and able to accommodate strongly held intuitions regarding conscious phenomena. I do this by suggesting and adopting a line of approach that diverges from the standard approach to the mind-body problem in contemporary philosophy of mind. I focus on phenomenal consciousness and I try to explain why conscious phenomena exist in the actual world. I call the latter the "Natural Problem of Consciousness". I claim that contingent conscious “mental” phenomena are in fact nothing but subjective biological phenomena – phenomena that some living beings contingently have. I argue that the kind of explanation we need in order to explain the contingent existence of biological phenomena (including consciousness) is a diachronic biological explanation such as one deriving from the theory of evolution by natural selection. I hold that it is a fact that consciousness, in the actual world, has not been selected against. I suggest that the only explanatorily satisfactorily explanation for this is that the very fact of feeling can play (or, at least, can have played) a causal role in the actual natural world. The main challenge posed by the Natural Problem of Consciousness consists then in putting forward a plausible theory suggesting why and how the fact of feeling could increase some beings' biological fitness. I advance an hypothesis in this sense.