This is a bit of a tough question, and the answer really depends on your own point of view. While it is clear throughout the novel that Dorian Gray is constantly concerned only with his own pleasure and interests due to the fact that he has realized that beauty cannot last forever, one could make an argument that other characters are a bit more selfless at times.
For instance, Sibyl Vane falls in love with Dorian and is all-consumed by this love—so much so, in fact, that it negatively impacts her ability to pursue her profession of acting. This love makes her aware of the falseness of the way she mimics emotions on stage, and her life becomes more about the person she loves than about her own goals.
Her brother, James, is also much less self-interested than other characters. He loves his sister very deeply and is concerned about her relationship with Dorian Gray. If he were only concerned with himself, he would not care whom Sibyl dated.
While most of the characters in this story do seem to be in pursuit of their own self-interest (to the detriment of everyone else around them), it is possible that some of the characters, such as Sibyl and James, are driven by something deeper. Again, though, it all depends on one's own personal interpretation of the work.
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