We investigate the self-energy of one electron coupled to a quantized radiation field by extending the ideas developed in Hainzl (Ann. H. Poincaré, in press). We fix an arbitrary cut-off parameter Λ and recover the α2-term of the self-energy, where α is the coupling parameter representing the fine structure constant. Thereby we develop a method which allows to expand the self-energy up to any power of α. This implies that perturbation theory in α is correct if Λ is fix. As an immediate consequence we obtain enhanced binding for electrons.