In this letter, we address the beamforming in full-duplex self-energy recycling relay system, where an amplify-and-forward relay delivers the source message to the destination in a single time slot while recycling a portion of its RF energy through energy harvesting. The signal received at the realy is divided into two circuits, one for the full-duplex relaying and the other for the energy harvesting. The beamforming vectors and the power division ratio at the relay are optimized to maximize the harvested energy while maintaining a certain reception quality threshold at the destination. Simulation results show various advantages and trade-offs of the proposed system.