We demonstrated an efficient diode-pumped picosecond self-Raman Nd:GdVO4 laser with the simultaneous processes of stimulated Raman scattering and self-mode-locking in the same crystal. The design of self-mode-locked was theoretically analyzed, and a compact and feasible dual-concave cavity was adopted. The maximum output power of the first-Stokes Raman laser was 736 mW with the repetition rate of 1.51 GHz. In addition, the second-harmonic generation of a yellow laser at 586.5 nm is accomplished with an external LiB3O5 crystal.