The invention discloses a self-adhesive waterproof coiled material having high initial stickiness. The coiled material comprises the following components, by mass: 35%-55% of petroleum asphalt, 5%-25% of a softening agent, 5%-25% of a modifying agent, 2%-8% of a tackifier, 0.1%-2% of an interface agent, 0.1%-3% of an anti-aging agent, and 5%-20% of a filling agent. The self-adhesive waterproof coiled material has excellent initial stickiness, even under conditions of a basement layer surface with a little dust, a damp basement layer and a relatively low temperature, the coiled material also has good adhesion with the basement layer, and is not easy to strip after adhesion; after stripping, the coiled material can ensure to leave an integral modified asphalt material on the basement layer, so as to ensure relatively high waterproof performance.