Let $K$ be a self-similar set satisfying the open set condition. Following Kaimanovich's elegant idea, it has been proved that on the symbolic space $X$ of $K$ a natural augmented tree structure ${\mathfrak E}$ exists; it is hyperbolic, and the hyperbolic boundary $\partial_HX$ with the Gromov metric is Hölder equivalent to $K$. In this paper we consider certain reversible random walks with return ratio $0< λ<1$ on $(X, {\mathfrak E})$. We show that the Martin boundary ${\mathcal M}$ can be identified with $\partial_H X$ and $K$. With this setup and a device of Silverstein, we obtain precise estimates of the Martin kernel and the Naïm kernel in terms of the Gromov product. Moreover, the Naïm kernel turns out to be a jump kernel satisfying the estimate $Θ(ξ, η) \asymp |ξ-η|^{-(α+ β)}$, where $α$ is the Hausdorff dimension of $K$ and $β$ depends on $λ$. For suitable $β$, the kernel defines a regular non-local Dirichlet form on $K$. This extends the results of Kigami concerning random walks on certain trees with Cantor-type sets as boundaries.