Floquet dynamics of a quantum system subject to periodic modulations of system parameters provides a powerful tool for engineering new quantum matter with exotic properties. While system dynamics is significantly altered, the periodic modulation itself is usually induced externally and independent of Floquet dynamics. Here we propose a new type of Floquet physics for a Bose-Einstein condensate (BEC) subject to a shaken lattice generated inside a cavity, where the shaken lattice and atomic Floquet bands are mutually dependent, resulting in self-adapted Floquet dynamics. In particular, the shaken lattice induces Floquet quasienergy bands for the BEC, whose backaction leads to a self-adapted dynamical normal-superradiant phase transition for the shaken lattice. Such self-adapted Floquet dynamics shows two surprising and unique features: (i) The normal-superradiant phase transition possesses a hysteresis even without atom interactions. (ii) The dynamical atom-cavity steady state could exist at free energy maxima. The atom interactions strongly affect the phase transition of the BEC from zero to finite momenta. Our results provide a powerful platform for exploring self-adapted Floquet physics, which may open an avenue for engineering novel quantum materials.