Self-assessment of health status is an important marker of social and health aspects. Haemodialysis is an option for renal replacement therapy that alters daily life and impacts social participation and the performance of tasks that give the subject a socially accepted role. In this scenario, leisure activities have the potential to generate well-being and are associated with several aspects of daily life, but few studies have analysed their relationship with the self-assessment of health status. This is a cross-sectional, census study with 1024 individuals from haemodialysis units of a Southeast Brazilian region, with the application of a questionnaire in 2019. We calculated the difference between the proportions of self-assessment of health status (positive and negative) and the two logistic regression models. The chances of individuals on haemodialysis negatively evaluating their health increase when they do not perform artistic leisure activities (OR 2.15; 95% CI 1.35–3.43), physical and sports activities (OR 3.20; 95% CI 1.86–5.52), intellectual (OR 2.21; 95% CI 1.44–3.41), manuals (OR 1.82; 95% CI 1.22–2.72), social (OR 2.74; 95% CI 1.74–4.31), tourist (OR 2.08; 95% CI 1.37–3.17) and idleness and contemplative (OR 1.92; 95% CI 1.29–2.85). Negative health self-assessment is associated with not practicing artistic, manual, physical and sporting, social, intellectual, tourist, and contemplative leisure activities, which have the function of providing social participation and giving meaning to life.