We calculate exactly the Coulomb self-energy of a uniformly charged three-dimensional cylinder. We derive a general analytical formula which, in the limit of zero length, gives also the correct result for the Coulomb self-energy of a uniformly charged two-dimensional disk. The exact analytical expression that we derive can be used in models that incorporate finite thickness effects in studies of two-dimensional electronic systems in the fractional quantum Hall regime as well as models that describe cylindrical beams of charged particles, certain colloidal suspensions of charged rigid rod-like particles and biological systems consisting of macromolecules with cylindrical symmetry. © 2012 Elsevier B.V. All rights reserved.