This article investigates the consensus problem of nonlinear leader-following multi-agent systems (MASs) via adaptive impulsive control. A distributed impulsive controller is employed, in which an adaptive updating law in the discrete-time setting is designed for the impulsive gain. Moreover, in order to reduce the communication cost, a distributed self-triggered strategy is proposed to determine when the impulsive instant occurs. Some criteria are derived to guarantee consensus of leader-following MASs based on Lyapunov stability theory and algebraic Riccati equation. It is proved that the self-triggered impulsive sequence does not exhibit Zeno behaviour. Finally, an illustrative example is presented to empirically validate the effectiveness of the theoretical results.