Purpose: The purpose of this paper is to test the relationship between subjective job insecurity and self-rated job performance, and to assess how this association is different across different employment groups. Design/methodology/approach: The authors used a data set owned by TNO and Statistics Netherlands of more than 89,000 Dutch workers and self-employed that is a representative sample of the Dutch workforce. The authors included data from 2014 and 2016 assessing subjective job insecurity in terms of “a concern about the future of one’s job/business” and self-rated job performance. Findings: The effect size of the association between subjective job insecurity and self-rated job performance is small. For temporary agency workers and on-call workers, the association between subjective job insecurity and job performance is weaker compared to permanent workers and fixed-term workers. However for self-employed workers with and without employees, however, the relation between subjective job insecurity and job performance is stronger compared to permanent workers. Research limitations/implications: The biggest limitation is the cross-sectional design of the study, which limits conclusions about causality. Practical implications: The finding that subjective job insecurity goes together with less work performance shows that job insecurity has no upside for the productivity of companies. Originality/value: The study provides a deeper understanding of the relationship between subjective job insecurity and self-rated job performance on a national level. © 2019, Tinka van Vuuren, Jeroen P. de Jong and Peter G.W. Smulders.