Dielectric nanoresona tors uniquely support both magnetic and electric resonances across a wide wavelength range. They are thus being exploited in a growing number of groundbreaking applications. In particular, they have been recently suggested as promising nanoheaters. However, while the thermo-optical properties of silicon and germanium resonators have been exploited to realize tunable metasurfaces based on external thermal inputs, the effect of self-induced optical heating onto their resonances has so far been neglected. In this study, we address the problem of self-heating of a thermo-optical resonator. In particular, employing a recursive procedure to account for the interdependence between the absorption cross section and the temperature of the resonator, we show that self-heating gives rise to a complex, nonlinear relationship between illumination intensity and temperature. Using both analytical and numerical models, we also observe that self-induced optical heating has nonnegligible effects on the spectral position of electric and magnetic resonances of spheres as well as anapole modes of nanodisks, even for moderate illumination intensities relevant for applications such as Raman scattering. Thus, our work demonstrates that self-induced optical heating must be properly accounted for when designing dielectric resonators for a wide range of devices.