Recent advances in vision-language navigation (VLN) were mainly attributed to emerging large language models (LLMs). These methods exhibited excellent generalization capabilities in instruction understanding and task reasoning. However, they were constrained by the fixed knowledge bases and reasoning abilities of LLMs, preventing fully incorporating experiential knowledge and thus resulting in a lack of efficient evolutionary capacity. To address this, we drew inspiration from the evolution capabilities of natural agents, and proposed a self-evolving VLN framework (SE-VLN) to endow VLN agents with the ability to continuously evolve during testing. To the best of our knowledge, it was the first time that an multimodal LLM-powered self-evolving VLN framework was proposed. Specifically, SE-VLN comprised three core modules, i.e., a hierarchical memory module to transfer successful and failure cases into reusable knowledge, a retrieval-augmented thought-based reasoning module to retrieve experience and enable multi-step decision-making, and a reflection module to realize continual evolution. Comprehensive tests illustrated that the SE-VLN achieved navigation success rates of 57% and 35.2% in unseen environments, representing absolute performance improvements of 23.9% and 15.0% over current state-of-the-art methods on R2R and REVERSE datasets, respectively. Moreover, the SE-VLN showed performance improvement with increasing experience repository, elucidating its great potential as a self-evolving agent framework for VLN.