Our main point of focus is the set of closed geodesics on hyperbolic surfaces. For any fixed integer $k$, we are interested in the set of all closed geodesics with at least $k$ (but possibly more) self-intersections. Among these, we consider those of minimal length and investigate their self-intersection numbers. We prove that their intersection numbers are upper bounded by a universal linear function in $k$ (which holds for any hyperbolic surface). Moreover, in the presence of cusps, we get bounds which imply that the self-intersection numbers behave asymptotically like $k$ for growing $k$.