An inspection of the literature on the propensity of sexual minorities (gays, lesbians and bisexuals) towards self-employment quickly reveals that there are no statistics on the self-employment rate of sexual minorities anywhere in the world, and that the extant evidence base on the relationship between sexual minorities and self-employment activity is extremely limited. This is no doubt because of a lack of data. In the absence of reliable empirical data, it is difficult to evaluate if sexual minorities are more prone to become self-employed because of human capital attributes or because it allows them to more easily assert their sexual orientation. We consider three main reasons why it is that sexual minorities may choose self-employment: labour market discrimination, occupational sorting and geographical sorting. Method We exploit a confidential dataset concerning sexual identity