Objectives Analyse mortality differences between self-employed and paid employees with a focus on industrial sector, educational level and gender using Swedish register data.

Methods A cohort of the total working population (4 776 135 individuals; 7.2% self-employed; 18–100 years of age at baseline 2003) in Sweden with a 5-year follow-up (2004–2008) for all-cause and cause-specific mortality (57 743 deaths). Self-employed individuals were categorised as sole proprietors or limited liability company (LLC) owners according to their enterprise's legal form. Cox proportional hazards models were applied to compare mortality rates between sole proprietors, LLC owners and paid employees, adjusted for sociodemographic confounders.

Results Mortality from cardiovascular diseases was 16% lower and from suicide 26% lower among LLC owners than among paid employees, adjusted for confounders. Within the industrial category, all-cause mortality was 13–15% lower among sole proprietors and LLC owners compared with employees in manufacturing and mining (MM) as well as personal and cultural services (PCS), and 11–20% higher in sole proprietors in trade, transport and communication and the welfare industry (W). A significant three-way interaction indicated 17–23% lower all-cause mortality among male LLC owners in MM and female sole proprietors in PCS, and 50% higher mortality in female sole proprietors in W than in employees in the same industries.

Conclusions Mortality differences between self-employed individuals and paid employees vary by the legal form of self-employment, across industries, and by gender. Differences in work environment exposures and working conditions, varying market competition across industries and gender segregation in the labour market are potential mechanisms underlying these findings.