What exactly is your preferred weapon of self-defense? Have you considered keeping a stun gun? They make them really compact these days if that's what you would rather carry. There are also other available choices, just like pepper spray.
Might I would recommend having more than one option on your person in relation to self-defense. It can be a great idea. Just in case you can't get to one, you can use the other one. Or you may use both so as to ensure you are safe and secure in a situation which is threatening. Who knows when a stun gun or similar self-defense product might prove useful.