Self-extinguishing cable coated with a flame-retardant composition having: (a) an ethylene homopolymer or copolymer having a density of from 0.905 to 0.970 g/cm3, and being selected from: ethylene homopolymers: copolymers of ethylene with an alpha-olefin; copolymers of ethylene with an ethylenically unsaturated ester; or mixtures thereof; (b) a copolymer of ethylene with at least one alpha-olefin, and optionally with a diene, said copolymer (b) having a density of from 0.860 to 0.904 g/cm3, and having a composition distribution index greater than 45%; (c) natural magnesium hydroxide in an amount such as to impart flame-retardant properties; wherein at least one of the polymeric components (a) and (b) contains hydrolyzable organic silane groups grafted onto the polymer chain. The silane groups are preferably introduced during compounding of the flame-retardant composition by adding to the polymer mixture a suitable silane compound and a radical initiator.