This was a retrospective cohort study linking provincial administrative databases to compare rates of non-fatal self-harm between CAF and RCMP veterans living in Ontario and age-matched civilians. This study included male veterans who registered for provincial health insurance between 2002 and 2013. A civilian comparator group was matched 4:1 on age and sex. Self-harm emergency department (ED) visits were identified from provincial ED admission records until death or December 31, 2015. Multivariable Poisson regression compared the risk of self-harm. Analyses adjusted for age, geography, income, rurality, and major physical and mental comorbidities. In total, 9514 male veterans and 38,042 age- and sex-matched civilians were included. Overall, 0.55% of veterans had at least one non-fatal self-harm ED visit, compared with 0.81% of civilians. The rate of ED self-harm visits was 40% lower in the veteran population, compared to the civilian population (RR = 0.60; 95% CI = 0.41–0.87). In both groups, psychosocial and physical comorbidities, and death by suicide were more common in those who self-harmed than those who did not. A better understanding of why veterans have a lower rate of self-harm emergency department visits and how it is related to the number of completed suicides is an important area for future consideration.