The invention provides a self-locked folding grid rudder integrating positioning and bearing. The self-locked folding grid rudder comprises a rudder shaft, two grid rudders, two positioning rotary shafts, two locking pins, two compression springs and two locking nuts. Lug bosses and holes, which are matched with each other, are arranged on the grid rudders and the rudder shaft; two types of limiting surfaces are arranged on the lug bosses of the grid rudders; one type of limiting surfaces is used for limiting when the grid rudders are folded in place, and the other type of limiting surfaces is used for limiting the grid rudders in the left-right direction relative to the rudder shaft; and the matched holes are divided into two types, one type of holes is used for mounting the positioning rotary shafts, and the other type of holes is used for mounting the locking pins and the compression springs on the rudder shaft. The positioning rotary shafts can be used for limiting the grid rudders and the rudder shaft in the vertical direction, and further can be used for bearing load, under various working conditions, borne on the grid rudders; and the rudder shaft is connected with the grid rudders through the positioning rotary shafts, so that a folding function and an unfolding function are realized.