The invention provides a magneto-rheological vibration damper without an externally-connected power supply, comprising an earring, a supporting disc, a piezoelectric pile structure, a lower gland, a bottom end cover, an air bag, a cylinder body, a piston with winded coils, a piston rod, an upper end cover, a spring, an upper gland, a locking member, and an electric energy conditioning module. Wherein, one end of the spring is connected with a piezoelectric generating device, the other end is connected with the piston rod, when the piston rod moves up and down along the cylinder body under outside vibration, external force is applied to the piezoelectric generating device via pressing of a spring mechanism. Under the effect of pressure, the piezoelectric generating device generates electric energy, and the electric energy conditioning module converts high voltage AC electric energy generated by the piezoelectric generating device to low voltage DC electric energy, and applies the low voltage DC electric energy to the piston coils to generate an excitation magnetic field, make magneto-rheological fluid solidified, and improve damping force, thereby reducing vibration of the piston rod. compared with a conventional magneto-rheological damper structure, the magneto-rheological vibration damper without an externally-connected power supply can capture outside vibration energy to supply power to itself, forming a self-energy-providing magneto-rheological vibration damper system.