Self-reports of diseases are used in research due to time and cost efficiency. Mental disorders (MDs) and musculoskeletal disorders (MSDs) are the leading causes of global disability. To investigate how self-reports detect physician-diagnosed severe MDs and MSDs in postmenopausal women. In the population-based OSTPRE cohort, 1466 women (aged 57–66) had received a permanent work disability pension (DP) due to ‘MDs only’ (n = 336), ‘MSDs only’ (n = 926) or ‘MDs + MSDs’ (n = 204) by the end of 1998 and responded to a postal enquiry in 1999. In 2009, 1029 women responded to a follow-up enquiry. Self-reports were cross-checked against register data on DPs. In 1999, 47 % of the participants in the ‘MDs only’ and 21 % in the ‘MDs + MSDs’ reported DPs due to MDs, whereas 75 % in the ‘MSDs only’ and 67 % in the ‘MDs + MSDs’ reported DPs due to MSDs. By 2009, this discrepancy increased, with the respective figures being 34 % and 19 % for MDs and 75 % for both MSDs groups. In 1999, older age was related to non-reporting in the three groups (each: p ≤ 0.001). Self-reports grossly underestimate the prevalence of disabling MDs and considerably that of MSDs among ageing women. Thus, additional sources of information are needed.