A self-loading feed mixer and transport wagon is provided which is capable of grinding and loading a stack of livestock feed material into the wagon, thoroughly mixing the feed material together, and transporting the feed material to a desired location where it is dispensed from the wagon. The wagon includes a feed loading mechanism having a set of pulverizing chains for grinding the feed material and a blower unit for loading the material into a feed compartment. A rotatable conveyor mechanism located in the feed compartment includes a set of feed engaging paddles oriented diagonally and resiliently mounted on the conveyor shaft for advancing the feed material. One or more mixing augers are provided in the feed compartment for agitating and mixing the feed material in its advance toward a discharge area to produce a uniform feed ration. A discharge elevator is provided to dispense the mixed feed material from the wagon.