The self-force for the classical dynamics of finite size particles is obtained. It is to replace the one of von Laue type obtained for point particles. Such particles are beyond the validity domain of classical mechanics, and their self-force leads to pathological solutions. Both electromagnetic and gravitational self-interactions are considered. The approximation made neglects nonlinear terms in the derivatives of the acceleration. A by-product is the fact that the new self-force destroys the time-reversal invariance of the equations of motion.