In recent years, many self-embedding watermarking schemes have been proposed to protect the integrity of images and recover the tampered images. However, current self-embedding watermarking schemes cannot simultaneously achieve the lossless recovery and high tampering-resistance ability. In some sensitive fields, e.g., the medical field and the military field, the lossless recovery and high tampering-resistance ability are extremely important. Therefore, we propose a multi-image based self-embedding watermarking scheme with lossless tampering recovery capability (MISEW), which can not only realize the integrity authentication but also achieve the lossless recovery of the tampered content, even if the watermarked images are tampered extensively. Specifically, the image owner first uses the secret-sharing system and the reference-sharing mechanism to generate multiple sub-secret keys and watermarked images, respectively. Then, these images are sent to multiple receivers. At the receiving end, a single receiver can only realize integrity authentication and tampering localization according to a sub-secret key generated by the secret-sharing system. In addition, only when the number of cooperating receivers exceeds a threshold, the receivers can recover the complete-secret key, and then recover the original image without any loss. Experimental results show that even if all watermarked images are tampered by 44%, our MISEW scheme can achieve lossless recovery. Besides, as long as no less than two watermarked images avoid tampering, lossless recovery can be achieved regardless of the tampering degree for other watermarked images.