This paper presents a self-calibration technique for calibrating a high-resolution scanning white light interference microscope in the Z-direction. The calibration result, which consists of the mean sensitivity and the linearity error, can be obtained from two sets of profile measurement data before and after a small shift Δz of the sample in the Z-direction. To assure the accuracy of the calibration, a method of measuring and controlling Δz, in which a laser interferometer is used as a reference, is proposed. Using the proposed method, Δz, as well as the calibration result, can be ensured to an accuracy that is determined by the stability of the interferometer and that of the calibration target. A calibration setup consisting of a PZT for generating Δz and a built-in compact interferometer for monitoring Δz is constructed. In addition, calibration experiments are performed after investigating the basic performance of the built-in interferometer. The effectiveness of the proposed self-calibration method is confirmed from the experimental results.