The invention relates to an installation method of a road fence with a self-locking structure. The method specifically includes the steps that bolts sequentially penetrate through internal threads of nuts, rotation switch through holes, cover plate through holes, cushion block penetrating holes and slide block unequal-diameter holes from bottom to top to be connected into self-locking blocks, connection pieces are installed on stand columns through screws, fence pieces and the connection pieces are connected in an inserted mode, the slide blocks of the self-locking blocks are sequentially inserted in insertion openings and insertion grooves through spring elastic force of the self-locking blocks, the edges of the upper surfaces of cushion blocks are fixed to the bottoms of the fence pieces through welding, and therefore self-locking of the fence pieces and the connection pieces is achieved. The road fence is simple in structure, installation, self-locking and rapid detachment are integrated, time consumed during installation is short, the overall strength is high, the fence is not prone to falling in the collision process, the labor efficiency can be effectively improved, the possibility of accidents is lowered, the production cost is reduced, and the fence is convenient to use, practical and suitable for further application and popularization.