Digital identity is the backbone of the digital world, and self-sovereign identity (SSI) is an identity model aimed at providing sovereign digital identity based on certain principles of sovereignty. This SSI model offers sole ownership of the digital identity to the identity owner and control over how their personal data is shared and used. It is a very promising and powerful identity model with respect to previous identity models; however, it is equally important to understand the meaning of sovereignty in digital identity in the SSI model. Therefore, this paper examines the sovereignty of digital identity in the SSI model in order to understand the meaning, type and level of sovereignty of digital identity in the SSI model. Initially, it explains the meaning of sovereignty in different contexts such as in the real world, cyberspace and digital identity. Subsequently, it critically analyses the sovereignty of digital identity from two perspectives, the sovereignty of digital identity in the identity network, and the sovereignty of an identity owner and identity network in the state where they operate, in order to understand the meaning, type and level of sovereignty of digital identity in the SSI model. Finally, this paper highlights the main rights and constraints of sovereign identity in the SSI model in order to further elucidate the meaning of sovereign identity.