The purpose of this study is to identify individual characteristics, individual resources and psychosocial working conditions that explain health among micro enterprise entrepreneurs. The study investigated a sample consisting of 139 Swedish entrepreneurs, who individually answered a questionnaire. Hierarchical regression analyses were performed for self-rated health, sickness presence and sickness absence. Relevant predictor variables for self-rated health were age, change competence, job demands (reversed), physical exercise, social activities and social support. For sickness presence (reversed) the predictor variables gender (male), age and job demands (reversed) contributed significantly. None of the predictor variables contributed significantly to sickness absence. One conclusion is that improving entrepreneurs’ health should focus on both individual and organisational measures. Another conclusion is that entrepreneurs’ health might be an underestimated resource for entrepreneurial behavior.