Introduction and objective Reduced asthma and allergy risks in farmers have been ascribed to microbial exposures. However, selection may also play a role and this was assessed in two Scandinavian farming populations. Material and Methods Asthma prevalence in 739 Danish farming students was compared to that of 1,105 siblings. 8,482 Norwegian farmers were also compared with 349 early retired farmers. Results The prevalence of ever-asthma was 5.4% in farming students and 5.2% in siblings (OR 1.1; 95%CI 0.73–1.7). Current asthma in farmers was 3.0% compared to 6.3% in farmers who had retired early (OR 1.8, 95%CI 1.1–2.9). Adjustments for early retirement increased the asthma prevalence by 0.3–0.6%. Farmers who had changed production were more likely to have asthma (OR 9.8, 95% CI 6.0–16). Conclusions No healthy worker selection into farming was observed and changes in asthma prevalence due to early retirement were small. Selection effects are therefore unlikely to explain the protective effects of farming on asthma.