In this paper, we propose the first self-distillation framework for general object detection, termed LGD (Label-Guided self-Distillation). Previous studies rely on a strong pretrained teacher to provide instructive knowledge for distillation. However, this could be unavailable in real-world scenarios. Instead, we generate an instructive knowledge by inter-andintra relation modeling among objects, requiring only student representations and regular labels. In detail, our framework involves sparse label-appearance encoding, inter-object relation adaptation and intra-object knowledge mapping to obtain the instructive knowledge. Modules in LGD are trained end-to-end with student detector and are discarded in inference. Empirically, LGD obtains decent results on various detectors, datasets, and extensive task like instance segmentation. For example in MS-COCO dataset, LGD improves Reti-naNet with ResNet-50 under 2× single-scale training from 36.2% to 39.0% mAP (+ 2.8%). For much stronger detectors like FCOS with ResNeXt-101 DCN v2 under 2× multi-scale training (46.1%), LGD achieves 47.9% (+ 1.8%). For pedestrian detection in CrowdHuman dataset, LGD boosts mMR by 2.3% for Faster R-CNN with ResNet-50. Compared with a classical teacher-based method FGFI, LGD not only performs better without requiring pretrained teacher but also with 51% lower training cost beyond inherent student learning.