Described is a hydraulic pressure regulator with automatic self-relief. A control piston disposed in a regulator housing between an inlet pressure chamber and an outlet pressure chamber for a hydraulic medium is adapted to be doubly acted upon. The inlet pressure of the hydraulic medium to be regulated on the one hand and a resilient control pressure force on the other hand act on the control piston. The control piston has on its side towards the inlet pressure a smaller piston surface on a lower projecting piston part and a larger piston surface provided on an upper piston part. The lower piston part has a flow duct for the hydraulic medium, which opens beneath the larger piston surface into an upper annular groove of the control piston and which opens into a lower annular groove at the lower piston part laterally at a spacing relative to the smaller piston surface. Upon a reduction in the resilient control pressure force the control piston is moved into a position in which the flow duct is closed relative to the inlet pressure chamber. At the same time a pressure relief chamber for the hydraulic medium obtaining on the outlet side of the control piston is opened. With the hydraulic pressure regulator, when the medium ceases to be taken off out of the outlet pressure chamber the pressure in the outlet pressure chamber can be reduced or brought to zero.