Drawing from the social study of the gig economy and platform labour and from the sociology of risk, this article explores how on-demand food couriers in Edinburgh, Scotland, construct and represent work-related risks. By taking the gig economy’s contested and contentious status of ‘self-employment’ as a starting point, this article positions couriers as experts of their own work process and draws on in-depth interviews with 25 couriers to illustrate how platformed labour creates a range of risks, including physical risk and bodily harm, financial risks and epistemic risks. To negotiate these risks, couriers use a range of strategies, including privatising, normalising and minimising risks and by forging new communities of support. While some risks can be negotiated by recourse to the private, entrepreneurial, or ‘choosing’ self, interview data illustrate how algorithmically managed work creates uncertainty and confounds the issue of choice by obscuring the work process and associated risk probabilities.