Yes, Regulation 3 of the COSHH Regulations states that all of  the COSHH Regulations apply to the Self Employed except  Regulations 10 & 11.

 Sections of the COSHH Regulations that do not apply to the self employed:

Regulation 10 Is about monitoris about monitoring of the exposure of staff in the workplace with personal sampling equipment and/or periodic or continuous sampling of the atmosphere at the work place.

Regulation 11 Is about Health Surveillance of employees and the requirement to keep records for 40 years.