This paper analyses changes in the quality of the working environment in fifteen European Union countries between 1995 and 2015, using self-reported data from the European Working and Living Conditions Survey. It finds that, although in 1995, the self-employed reported inferior working conditions compared with employees, twenty years later this difference had almost disappeared. This “catch-up” on the part of the self-employed is not limited to narrow groups; instead it is found among self-employed workers with highly diverse educational and sectoral work experience. Two major policy implications are drawn. First, policy makers should no longer expect there to be a working environment penalty from self-employment policies. Second, policy makers should distinguish between different groups within the self-employed population, with better targeted policies, rather than treating the self-employed as a single category. The paper sets out a number of avenues for further work when data for 2021 become available.