The multi-mode noise is an important issue for the optoelectronic oscillator (OEO) in generating a spectrally pure microwave. Especially in oscillators with low phase noise, increasing the cavity length to improve the phase noise performance will make the mode interval smaller, which is more likely to cause multi-mode noise. Here, we proposed a low phase noise and high side-mode suppression ratio self-injection-locked OEO based on frequency conversion filtering. We theoretically and experimentally studied the influence of the phase noise of the external microwave source on the proposed OEO and, as a comparison, the conventional injection-locked OEO. The results show that, compared with the traditional injection-locked OEO, the proposed OEO is less sensitive to the phase noise of the external microwave source. Under the same experimental conditions, the proposed OEO achieved the same side-mode suppression ratio and the phase noise is reduced by 30 dB at 10 kHz offset from the 10-GHz carrier compared with the conventional injection-locked OEO.