A depth sensing apparatus with self-calibration and a self-calibration method thereof are provided. The depth sensing apparatus includes a projection apparatus, an image capturing apparatus and a calibration module. The projection apparatus projects a calibration pattern and a depth computation pattern to a reference plane based on a predefined calibration pattern and a predefined depth computation pattern. The image capturing apparatus captures an image including the calibration pattern and the depth computation pattern. The calibration module coupled to the image capturing apparatus adjusts apparatus parameters of the depth sensing apparatus to calibrate a depth computation deviation according to the calibration pattern of the image, the predefined calibration pattern and a predefined lookup table corresponding to the predefined calibration pattern.