An edge module for a modular plastic conveyor belt providing a self-closing retention system for retaining headless hinge rods in modular plastic conveyor belts. The edge module has a chamber in an outer edge portion of the module that slidably receives a rod retention member, such as a plug. The plug slides along the chamber from a closed position occluding a hinge rod passageway through interleaved hinges of consecutive rows of belt modules to an open, unoccluding position. A spring in the chamber urges the plug back toward the closed position. The plug is moved to the open position in two ways: by the force of a hinge rod against an oblique face during insertion of the rod into a belt; or manually by a tool engaging an easily accessible indentation in the plug.