A proxy signature scheme is a variant of digital signature scheme in which a signer delegates his signing rights to another person called proxy signer, so that the proxy signer can generate the signature of the actual signer in his absence. Self Proxy Signature (SPS) is a type of proxy signature wherein, the original signer delegates the signing rights to himself (Self Delegation), there by generating temporary public and private key pairs for himself. Thus, in SPS the user can prevent the exposure of his private key from repeated use. In this paper, we propose the first identity based self proxy signature scheme. We give a generic scheme and a concrete instantiation in the identity based setting. We have defined the appropriate security model for the same and proved both the generic and identity based schemes in the defined security model.