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Background Unemployment and being not in the labour force (NILF) are risk factors for suicide, but their association with self-harm is unclear, and there is continuing debate about the role of confounding by prior mental health conditions. We examine associations between employment status and self-harm and suicide in a prospective cohort, taking into account prior mental-health-related factors. Methods We used linked data from the New Zealand Integrated Data Infrastructure. The outcomes were chosen to be hospital presentation for self-harm and death by suicide. The exposure was employment status, defined as employed, unemployed, or NILF, measured at the 2013 Census. Confounders included demographic factors and mental health history (use of antidepressant medication, use of mental health services, and prior self-harm). Logistic regression was used to model effects. Analyses were stratified by …