Self-improvement training enables the large reasoning models (LRMs) to improve themselves by self-generating reasoning trajectories as training data without external supervision. However, we find that this method often falls short in complex reasoning tasks and even leads to model collapse. Through a series of preliminary analyses, we reveal two problems: (1) data imbalance, where most training samples are simple, but the challenging yet crucial samples are scarce; (2) overthinking, where many undesired samples with redundant reasoning steps are used for self-training. To this end, we propose HSIR, which effectively Harnesses Self-Improvement in large Reasoning models via two simple-yet-effective approaches. Specifically, HSIR introduces a verify-then-exit sampling strategy to mitigate data imbalance by efficiently collecting more accurate solutions for difficult queries, and designs an Intrinsic Diversity score to quantify overthinking and filter out the undesired solutions. We apply HSIR to various post-training paradigms, among which we further propose H-GRPO, an enhanced GRPO algorithm that leverages the intrinsic diversity as an external reward to encourage concise and diverse reasoning via reinforcement learning. Extensive results show that HSIR not only effectively enhances the reasoning performance, i.e., bringing up to +10.9% average performance gains, but also significantly improves the reasoning efficiency by reducing up to 42.4% relative inference overhead.