What exactly is your preferred weapon of self-defense? Have you thought about carrying a stun gun? They make them quite compact today if that's the thing you choose to carry. There are also other available choices, such as pepper spray.
Might I would recommend having multiple option on your person when it comes to self defense. It could be a good idea. Just in case you can't get to one, you could use the other. Or you could utilize both in order to ensure you are secure and safe in times which is threatening. You never know when a stun gun or identical self defense item might prove useful.