You are self-employed if you fall under any of these categories named on the form:

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If you are self-employed when you apply, you need to provide only the most recent HMRC self-assessment statement of account for this purpose.

Although there is no need to submit earlier ones for this purpose, you may still want to submit them if you are applying with settled status and need to prove lawful residence in the last 5 years, as noted here: Lawful residence for applicants relying on settled status for citizenship

You need to send the SA300 or SA302

You can request these by calling HMRC on 0300 200 3310.

Have your National Insurance number and Unique Taxpayer Reference (UTR) with you when you phone.

Otherwise, you can provide self printed PDFs from your online account.