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The task of point cloud upsampling aims to acquire dense and uniform point sets from sparse and irregular point sets. Although significant progress has been made with deep learning models, state-of-the-art methods require ground-truth dense point sets as the supervision, which makes them limited to be trained under synthetic paired training data and not suitable to be under real-scanned sparse data. However, it is expensive and tedious to obtain large numbers of paired sparse-dense point sets as supervision from real-scanned sparse data. To address this problem, we propose a self-supervised point cloud upsampling network, named SPU-Net, to capture the inherent upsampling patterns of points lying on the underlying object surface. Specifically, we propose a coarse-to-fine reconstruction framework, which contains two main components: point feature extraction and point feature expansion, respectively. In the point feature extraction, we integrate the self-attention module with the graph convolution network (GCN) to capture context information inside and among local regions simultaneously. In the point feature expansion, we introduce a hierarchically learnable folding strategy to generate upsampled point sets with learnable 2D grids. Moreover, to further optimize the noisy points in the generated point sets, we propose a novel self-projection optimization associated with uniform and reconstruction terms as a joint loss to facilitate the self-supervised point cloud upsampling. We conduct various experiments on both synthetic and real-scanned datasets, and the results demonstrate that we achieve comparable performances to state-of-the-art supervised methods.