We investigate the beamforming for the full-duplex self-energy recycling relay system with decode-and-forward protocol, where the relay received signal is divided into two circuits, one for the full-duplex relaying for the destination and the other for the energy harvesting through re-cycling of its RF energy. The beamforming vectors and the power splitting ratio at the relay are optimized to maximize the harvested energy while a certain reception quality threshold at the destination is met. Simulation results show how the performance of the proposed system is affected by various design factors such as numbers of relay antenna sets and analog interference cancellation level.