Double hard scattering can play an important role for producing multiparticle final states in hadron-hadron collisions. The associated cross sections depend on double parton distributions, which at present are only weakly constrained by theory or measurements. A set of sum rules for these distributions has been proposed by Gaunt and Stirling some time ago. We give a proof for these sum rules at all orders in perturbation theory, including a detailed analysis of the renormalisation of ultraviolet divergences. As a by-product of our study, we obtain the form of the inhomogeneous evolution equation for double parton distributions at arbitrary perturbative order.