Recently, a new meta-heuristic optimization algorithm–harmony search (HS) was developed, which imitates the behaviors of music improvisation. Although several variants and an increasing number of applications have appeared, one of its main difficulties is how to select suitable parameter values. In this paper, a self-adaptive harmony search algorithm (SaHS) proposed. In this algorithm, we design a new parameter setting strategy to directly tune the parameters in the search process, and balance the process of exploitation and exploration. Finally, we use SaHS to solve unconstrained optimization problems so as to profoundly study and analyze the performance of the SaHS. The results show that the SaHS has better convergence accuracy than the other three harmony search algorithms.