A fan with improved self-cooling capability having a frame, a stator, a magnetic ring, an iron case, and a rotor blade impeller. The frame has a base for containing the stator, and the stator is provided with at least a coil. The magnetic ring is magnetically coupled to the stator, and the iron case is coupled to the magnetic ring while being provided with at least a first heat dissipation hole. The rotor blade impeller is formed on the iron case, in which at least a second heat dissipation hole aligned to the first heat dissipation hole is formed on a hub of the rotor blade impeller, and the first heat dissipation hole and the second heat dissipation hole are not formed to directly align to a position of the coil.