Many traits are polygenic, affected by multiple genetic variants throughout the genome. Selection acting on these traits involves co-ordinated allele-frequency changes at these underlying variants, and this process has been extensively studied in random-mating populations. Yet many species self-fertilise to some degree, which incurs changes to genetic diversity, recombination and genome segregation. These factors cumulatively influence how polygenic selection is realised in nature. Here, we use analytical modelling and stochastic simulations to investigate to what extent self-fertilisation affects polygenic adaptation to a new environment. Our analytical solutions show that while selfing can increase adaptation to an optimum, it incurs linkage disequilibrium that can slow down the initial spread of favoured mutations due to selection interference, and favours the fixation of alleles with opposing trait effects. Simulations show that while selection interference is present, high levels of selfing (at least 90%) aids adaptation to a new optimum, showing a higher long-term fitness. If mutations are pleiotropic then only a few major-effect variants fix along with many neutral hitchhikers, with a transient increase in linkage disequilibrium. These results show potential advantages to self-fertilisation when adapting to a new environment, and how the mating system affects the genetic composition of polygenic selection.