Multi-mode interference (MMI) and self-imaging are important phenomena of diffractive wave optics with major applications in optical signal processing, beam shaping and optical sensing. Such phenomena generally arise from interference of normal modes in lossless dielectric guiding structures, however the impact of spatially-inhomogeneous optical gain and loss, which break mode orthogonality and symmetries, has been overlooked. Here we consider MMI in non-Hermitian optical systems, either graded index or coupled optical waveguide structures with optical gain and loss, and reveal distinctive features, such as the absence of mirror images and strong-sensitivity of self-imaging to perturbations, making MMI in non-Hermitian waveguides of interest in optical sensing.