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Analysing Swedish population register data, the aim of the present study is to investigate differences in acute cardiovascular disease (CVD) in terms of stroke and myocardial infarction incidence between self-employed individuals and paid employees and to study whether the associations vary by gender or across industrial sectors. A cohort of nearly 4.8 million employed individuals (6.7% self-employed in 2003) is followed-up for hospitalization due to stroke and myocardial infarction (2004–2008). Self-employed individuals are defined as sole proprietors and limited liability company owners according to legal type of their enterprise. Negative binomial regression models are applied to compare hospitalization rates between the self-employed and paid employees, adjusted for socioeconomic and demographic confounders. Two- and three-way interaction are tested between occupational group, industrial sector, and gender. Limited liability company owners have significantly lower hospitalization for myocardial infarction than paid employees. Regarding two-way interaction, sole proprietors have higher myocardial infarction hospitalization in trade, transport and communication, and lower in agriculture, forestry, and fishing than paid employees. Limited liability company owners have lower hospitalization rate for myocardial infarction than employees in several industries. The results highlight the importance of enterprise legal type and industrial sector for CVD among self-employed individuals.