A self-reinforced masonry block comprises a main body having opposed substantially parallel stacking surfaces and at least one tubular cell defined therethrough from one stacking surface to the other. At least one confining reinforcement is embedded in the main body to surrounding a corresponding cell. Each confining reinforcement extends substantially entirely along the longitudinal length of its corresponding cell and terminates inwardly of the stacking surfaces. The self-reinforced masonry blocks may be used in construction of a grout-filled, vertically reinforced masonry block wall, with the self-reinforced masonry blocks being used for those portions of the wall where the grouted cells are prone to crushing due to high levels of compressive stress, and conventional unreinforced masonry blocks being used for other portions of the wall. A method for making the self-reinforced masonry blocks is also described.