In this paper, a criterion of MDS Euclidean self-orthogonal codes is presented. New MDS Euclidean self-dual codes and self-orthogonal codes are constructed via this criterion. In particular, among our constructions, for large square $q$, about $\frac{1}{8}\cdot q$ new MDS Euclidean (almost) self-dual codes over $\F_q$ can be produced. Moreover, we can construct about $\frac{1}{4}\cdot q$ new MDS Euclidean self-orthogonal codes with different even lengths $n$ with dimension $\frac{n}{2}-1$.