Objectives Little is known regarding incidence and recurrence of sickness absence in self-employed. The primary aim of this study was to evaluate the influence of the number of prior episodes of sickness absence on the risk of subsequent periods of sickness absence in higher educated self-employed. Methods In a historic register study based on the files of a Dutch private disability insurance company all sickness absence periods of 30 days or more were analysed. Results A total of 15,868 insured persons contributed 141,188 person years to the study. In total, 5608 periods of sickness absence occurred during follow-up. The hazard of experiencing a new period of sickness absence increased with every previous period, ranging from a hazard ratio of 2.83 in case of one previous period of sickness absence to a hazard ratio of 6.72 in case of four previous periods. This effect was found for both men and women and for all diagnostic categories of the first period of sickness absence. Conclusions Our study shows that for all diagnostic categories the hazard of experiencing a recurrence of sickness absence is appreciably higher than for experiencing a first episode. This suggests that this increased hazard may be related to the occurrence of sickness absence itself rather than related to characteristics of the insured person or of the medical condition. These findings could indicate that sickness absence periods may have a scarring effect on the self-employed person experiencing the sickness absence.