Background/Objectives: the timely and effective management of acute myocardial infarction (AMI) is crucial to improve patient outcomes. ‘Self-Referral’ is defined as instances either where patients arrive at the hospital by their own means or are transported by someone else, rather than through professional emergency medical services. This approach can lead to treatment delays and potentially worsen outcomes. This study aims to identify the factors associated with the choice of self-referral among patients with AMI in Saxony-Anhalt, Germany. Methods: We used the data from the Regional Myocardial Infarction Registry of Saxony-Anhalt (RHESA), which included 4044 patients with confirmed acute myocardial infarction (AMI), including 48.7% from urban areas (city of Halle) and 51.3% from rural areas (Altmark). The gender distribution was 65% male and 35% female, covering an age range from 25 to over 80 years. Multivariable logistic regression identified factors associated with self-referral and its impact on reaching a hospital with percutaneous coronary intervention (PCI) capability. Results: Rural residents were more likely to self-refer compared to those in urban settings (adjusted odds ratio 2.43 [95% CI: 2.00–2.94]). Odds of self-referral decreased with age, while metabolic factors, including hypertension, high body mass index (BMI), and diabetes, as well as sex were not associated with self-referral. Self-referral did not increase the odds of arriving in a hospital without PCI capability. (Adjusted odds ratio 1.12 [95% CI: 0.85–1.47]). Furthermore, in cases of self-referral, women did not have a disadvantage in reaching a hospital with PCI (0.91; 0.59–1.41) compared to men. However, in medically attended transports, women were at a disadvantage (odds ratio: 1.33; 95% CI: 1.06–1.67). Conclusions: These findings highlight the need for public education on self-referral and for medical personnel training to prevent gender bias in AMI transport to PCI-capable hospitals.