Electrocardiogram (ECG) signals convey immense information that, when properly processed, can be used to diagnose various health conditions including arrhythmia and heart failure. Deep learning algorithms have been successfully applied to medical diagnosis, but existing methods heavily rely on abundant high-quality annotations which are expensive. Self-supervised learning (SSL) circumvents this annotation cost by pre-training deep neural networks (DNNs) on auxiliary tasks that do not require manual annotation. Despite its imminent need, SSL applications to ECG classification remain under-explored. In this work, we propose an SSL algorithm based on ECG delineation and show its effectiveness for arrhythmia classification. Our experiments demonstrate not only how the proposed algorithm enhances the DNN's performance across various datasets and fractions of labeled data, but also how features learnt via pre-training on one dataset can be trans-ferred when fine-tuned on a different dataset.