The invention discloses an optical fiber laser capable of achieving self cooling and a making method thereof.The left end of a double-cladding active optical fiber (204) capable of achieving self cooling is connected with a forward optical fiber pumping light beam combiner (203), and the right end of the double-cladding active optical fiber (204) is connected with a reverse optical fiber pumping light beam combiner (205); a signal pumping laser (207) is connected with the forward optical fiber pumping light beam combiner (203), and a refrigeration pumping laser (208) is connected with the reverse optical fiber pumping light beam combiner (205).According to the optical fiber laser capable of achieving self cooling and the making method thereof, signal lasers and a refrigeration effect are generated through two lasers of pumping wavelength respectively, the heat dissipation pressure of a large-power optical fiber laser is relieved, and reliability and work stability of the optical fiber laser are improved; meanwhile the optical fiber laser is structurally compatible with a traditional optical fiber laser, and process feasibility is achieved.