The enormous demand for annotated data brought forth by deep learning techniques has been accompanied by the problem of annotation noise. Although this issue has been widely discussed in machine learning literature, it has been relatively unexplored in the context of "multi-label classification" (MLC) tasks which feature more complicated kinds of noise. Additionally, when the domain in question has certain logical constraints, noisy annotations often exacerbate their violations, making such a system unacceptable to an expert. This paper studies the effect of label noise on domain rule violation incidents in the MLC task, and incorporates domain rules into our learning algorithm to mitigate the effect of noise. We propose the Domain Obedient Self-supervised Training (DOST) paradigm which not only makes deep learning models more aligned to domain rules, but also improves learning performance in key metrics and minimizes the effect of annotation noise. This novel approach uses domain guidance to detect offending annotations and deter rule-violating predictions in a self-supervised manner, thus making it more "data efficient" and domain compliant. Empirical studies, performed over two large scale multi-label classification datasets, demonstrate that our method results in improvement across the board, and often entirely counteracts the effect of noise.