In this paper, we investigate the existence of self-dual MRD codes $C\subset L^n$, where $L/F$ is an arbitrary field extension of degree $m\geq n$. We then apply our results to the case of finite fields, and prove that if $m=n$ and $F=\mathbb{F}_q$, a self-dual MRD code exists if and only if $q\equiv n\equiv 3 \ [4].$