The participation rate for screening is regarded as a useful indicator for preventing cancer and cardio-metabolic disease. However, the validity of self-reported screening participation has not yet been thoroughly evaluated in Japan. We aimed to examine its validity using the municipal screening records among the Japanese population. We included 3,060 men and 3,860 women insured by the National Health Insurance for residents aged <75 years or the Medical Care System for the Elderly aged ≥75 years in the Chikusei area of the Japan Public Health Center-based Prospective Study for the Next Generation. They were asked about their participation in cancer screenings and health checkups during the previous year. We compared their responses to the municipal records and calculated the sensitivity and specificity of self-reported screening participation. The sensitivity and specificity of self-reported participation were 0.49 and 0.86 for lung cancer screening; 0.67 and 0.85 for colorectal cancer screening; 0.77 and 0.79 for stomach cancer screening; and 0.86 and 0.65 for health checkup, respectively. Among women, the sensitivity and specificity were 0.83 and 0.81 for breast cancer and 0.85 and 0.90 for cervical cancer, respectively. Self-reported cancer screening participation for colorectal, stomach, breast, and cervical cancers had moderate-high sensitivity and specificity. Self-reported participation, especially for lung cancer screening and health checkups, should be carefully interpreted when assessing the performance of preventive measures.