We prove that the asymptotic field of a Skyrme soliton of any degree has a non-trivial multipole expansion. It follows that every Skyrme soliton has a well-defined leading multipole moment. We derive an expression for the linear interaction energy of well-separated Skyrme solitons in terms of their leading multipole moments. This expression can always be made negative by suitable rotations of one of the Skyrme solitons in space and iso-space. We show that the linear interaction energy dominates for large separation if the orders of the Skyrme solitons' multipole moments differ by at most two. In that case there are therefore always attractive forces between the Skyrme solitons.