The reliability and transmission distance are generally limited for the wireless communications due to the severe channel fading. As an effective way to resist the channel fading, cooperative relaying is usually adopted in wireless networks where neighbouring nodes act as relays to help the transmission between the source and the destination. Most research works simply regard these cooperative nodes trustworthy, which may be not practical in some cases especially when transmitting confidential information. In this paper, we consider the issue of untrusted relays in cooperative communications and propose an information self-encrypted approach to protect against these relays. Specifically, the original packets of the information are used to encrypt each other as the secret keys such that the information cannot be recovered before all of the encrypted packets have been received. The information is intercepted only when the relays obtain all of these encrypted packets. It is proved that the intercept probability is reduced to zero exponentially with the number of the original packets. However, the security performance is still not satisfactory for a large number of relays. Therefore, the combination of destination-based jamming is further adopted to confuse the relays, which makes the security performance acceptable even for a large number of relays. Finally, the simulation results are provided to confirm the theoretical analysis and the superiority of the proposed scheme.