We directly compared risk factors between 214 histologically confirmed melanomas (CMM), 215 basal-cell carcinomas (BCC) and 139 squamous-cell carcinomas (SCC) in a multiple case–case–control study with 349 controls from patients without dermatological disease admitted to the same hospitals. Subjects with fair hair had a significant risk increase for all types of tumours at a comparable level (OR_adj for blonde hair: CMM 2.3; SCC 2.4; BCC 2.3). The effect of pale eyes was significant and similar for CMM and BCC (OR_adj 2.6). Intermittent sun exposure measured in hours spent at beach during holidays was significant for both CMM (OR_adj 2.6 for more than 7000 lifelong hours) and BCC (OR_adj 2.1 for more than 7000 lifelong hours), while SCC exhibited a significant risk increase for chronic exposure to sunlight measured in hours of outdoor work (OR_adj 2.2 for more than 6000 lifelong hours). In the case–case comparison using a multinomial logistic regression model, we found a statistically significant risk difference for pale eyes, and number of naevi in the CMM group, compared to other skin cancers. For intermittent sun exposure, there was a significant risk difference of BCC when compared to the risk of SCC. Factors influencing risk of SCC are different, with chronic exposure to sun playing a major role in causing this type of carcinoma.