The invention provides a self-heat-dissipation LED (light-emitting diode) lamp and a heat dissipation structure thereof. The heat dissipation structure is connected with the upper surface of a substrate of an LED lamp, and comprises a shell and a partition part, wherein the shell is connected with the upper surface of the substrate to form a closed cavity which is filled with a heat exchange liquid; the partition part is arranged in the cavity and divides the cavity into a heat exchange channel and a heat dissipation channel; the heat exchange channel is used for carrying out heat exchange between the heat exchange liquid and LED lamp and absorbing heat generated by the LED lamp; the heat dissipation channel is used for carrying out heat exchange between the heat-absorbed heat exchange liquid and the external environment and transferring the heat to the air; and the partition part comprises a left partition, a right partition and a bottom plate. The heat dissipation structure implements heat dissipation in a liquid cooling convection mode, and has very high heat dissipation efficiency. The heated heat exchange liquid naturally flows to implement heat dissipation in the heat dissipation process without consuming extra power, and thus, the heat dissipation structure does not generate noise or pollution and is quick and convenient. Besides, the heat dissipation structure is simple to manufacture and lower in price and cost, can prolong the service life of the LED lamp, and has wide reference and development prospects in the field of LED illumination.