Entrepreneurial drive and survival strategy are the dominant perspectives in gaining insights into women’s self-employed status. However, it is important to know ‘who’ the self-employed are and ‘where’ they live for a more efficient policy formulation that considers an individual’s socio-economic attributes. Using Nigeria with one of the highest (70%) rates of self-employed women globally as a case study, this study examines the relationship between self-employment and individual socio-economic characteristics, including the spatial dimension to uncover where they live. To achieve the objectives of this study, I perform spatial (Getis-Ord Gi*) and multivariable logistic regression analyses on 19,964 self-employed women using the Nigeria Demographic and Health Survey. The multivariable logistics regression analysis shows that women with lower levels of education (Ord 9.654, 95% CI = 8.456-11.022), those living in poverty (Ord 1.252, 95% CI = 1.107-1.415), and those residing in Northern Nigeria, especially Northeastern Nigeria (Ord 1.565, 95% CI = 1.348-1.818), are more likely to be self-employed. Moreover, the Northern region exhibits significant clustering of high self-employment rates, mostly in Sokoto, Kebbi, Zamfara, Katsina, Kano, and Jigawa. The study recommends considering socio-economic and spatial factors in policy formulations on women’s self-employment.