A self-propelled wrapping machine movable around a load to wrap the load with a plastic film in a wrapping cycle, comprising a self-propelled carriage; a upright fixed to the carriage and slidably supporting an unwinding unit provided at least with a reel of film; a first gripping unit that is supported by the carriage, and is movable and arranged to hold and unwind an initial flap of film from the unwinding unit in an initial step of the wrapping cycle; and a second gripping unit that is supported by the carriage, and is movable and arranged to position and release an anchoring element on the initial flap of film in the initial step of the wrapping cycle so as to fix the initial flap of film to a supporting plane and to grasp and lift the anchoring element from the supporting plane so as to disengage it from the initial flap of film after at least one turn of the self-propelled wrapping machine around the load wrapping the load with the film supplied by the unwinding unit.