Poor self-rated health (SRH) is associated with incident arterial cardiovascular disease in both sexes. Studies on the association between SRH and incident venous thromboembolism (VTE) show divergent results in women and no association in men. This study focuses on the association between change in SRH and incident VTE in a cohort of 11,558 men and 6682 women who underwent a baseline examination and assessment of SRH between 1974 and 1992 and a re-examination in 2002-2006. To investigate if changes in SRH over time affect the risk of incident VTE in men and women. During a follow-up time from the re-examination of more than 16 years, there was a lower risk for incident VTE among women if SRH changed from poor at baseline to very good/excellent (HR 0.46, 95% CI 0.28; 0.74) at the re-examination. Stable good SRH (good to very good/excellent at the re-examination, HR 0.60, 95% CI 0.42; 0.89), or change from good SRH at baseline into poor/fair at the re-examination (HR 0.68, 95% CI 0.51; 0.90) were all significantly associated with a reduced risk for VTE. All comparisons were done with the group with stable poor SRH. This pattern was not found among men. Regardless of a decreased or increased SRH during life, having an SRH of very good/excellent at any time point seems to be associated with a decreased risk of VTE among women.