Multi-view clustering (MVC) is a long-standing topic in machine learning and data mining community, focusing on investigating and utilizing the relationships among views for final consistent data cluster structure discovery. Generally, weighted MVC is one of the popular methods working by learning and applying the view weight/importance on each view for fully exploring the complementary information across views. However, most existing weighted MVCs only consider the quality of each view, ignoring the vital role of pseudo label self-supervision information in weight learning. In this work, we propose a novel self-supervised weighted information bottleneck (SWIB) method for solving the multi-view clustering problem. It combines the weighted information from different views based on information bottleneck theory, and the view weight learning mechanism is newly designed by simultaneously taking into accounting both the quality of view-contained information and the self-supervised information on the data partition of each view. Experimental results on multi-view text, multi-feature image, multi-angle video, and multi-modal text-image dataset as well as large-scale datasets show the superiority of the SWIB method. To our knowledge, this is the first work incorporating the self-supervised learning into weighted multi-view clustering.