A magneto-rheological damper capable of performing self speed monitoring relates to the damping control technology and aims at solving the problem that an existing magneto-rheological damper is short of a self compensating function and has a self speed sensing function in magneto-rheological control. Assemblies for measuring self speed are increased in a tail portion cylinder body of the existingmagneto-rheological damper and includes a magnetic steel part, two first permanent magnets, two second permanent magnets, a first permanent magnet for sensing a magnetic circuit, a first magnetic steel part for sensing a magnetic circuit, a second magnetic steel part for sensing a magnetic circuit, a second permanent magnet for sensing a magnetic circuit and a sensing coil. With the motion of an inner piston rod, the first permanent magnet for sensing the magnetic circuit is fixed at the end of the piston rod, number of turns of the coil excited by a magnetic field is decreased or increased in a direct proportion mode along with the left-right motion of the inner piston rod, accordingly change of magnetic linkage of the sensing coil is proportional to displacement of the piston, and piston speed can be obtained according to the change of sensing voltage in the coil. The magneto-rheological damper capable of performing the self speed monitoring is used for the damping control technology.