The invention discloses a safety box with a self-locking mechanism. The safety box comprises a door plate component, a lockset, a latch component, a latch opening component and a handle component, wherein a rotary shaft of the handle component is in linkage connection with the latch opening component; the latch opening component is in linkage connection with the latch component; a latch self-locking mechanism is arranged on the door plate component; the latch self-locking mechanism is in linkage connection with the latch opening component; the latch self-locking mechanism comprises a first guide seat and a self-locking pin which is placed in the first guide seat; a compression spring is sleeved at the periphery of the self-locking pin; the latch opening component comprises a connecting rod, a driving block, a locking block and a fixed plate; and the latch component comprises a second guide seat and a long cylindrical lock pin which is placed in the second guide seat. Therefore, when the safety box with the self-locking mechanism is in a closed state, the long cylindrical lock pin of the latch component cannot be attacked axially, so the abnormal opening of a box door can be effectively prevented, and the safety of the safety box door is further improved.