We evaluated the Finnish Hospital Infection Program (SIRO) conducting incidence surveillance for prosthetic joint infection (PJI) from 1999 to 2004. We estimated its sensitivity using capture-recapture methods and assessed the disease burden of PJIs after hip (THA) and knee (TKA) arthroplasties (N = 13 482). The following three data sources were used: SIRO, the Finnish Arthroplasty Register (FAR), and the Finnish Patient Insurance Center (FPIC), which were cross-matched, and 129 individual PJIs were identified. After adjusting for the positive predictive value of SIRO (91%) a log-linear model including an interaction term between FAR and FPIC provided an estimated PJI rate of 1.6% [95% confidence interval (CI): 1.2-2.4] for THA and 1.3% (1.1-1.6) for TKA. Sensitivity for SIRO varied from 36% to 57%. The annual disease burden was 2.1 PJIs per 100 000 population after THA and 1.5 after TKA. The true disease burden of PJIs may be heavier than the rates from national sentinel surveillance systems usually suggest.