This work is the first comprehensive monographic, systematic-structural study in our linguistic literature on the origin of an entire (sub)class of words. It is the second comprehensive monographic Bulgarian diachronic systemic-structural study following V. I. Georgiev’s book *Basic Problems of Slavic Diachronic Morphology* (Sofia, 1969). It examines, from a pan-Slavic, Balkan, Indo-European, and general linguistic perspective, the origin of all forms of the Old Bulgarian anaphoric pronoun with the Indo-European deictic element i or yo, as well as all identified literary and dialectal Modern Bulgarian equivalents (nego, go, nemu, mu, neya, ya, im, etc.), most of which have not been explained or have been explained incorrectly or inaccurately to date. A systematic-structural diachronic method of analysis has been developed in accordance with the specifics of the Old Bulgarian anaphoric pronoun and its Modern Bulgarian counterparts—based on the principles of Slavic diachronic morphology formulated by V. I. Georgiev. The methodology of systemic-structural diachronic morphology has been enriched with new insights.