Based on the spatial model, a reliable and accurate calculation method on the shape finding of self-anchored suspension bridge with spatial cables was studied in this paper. On the principle that the shape of the main cables between hangers is catenary, the iteration method of calculating the shapes of the spatial main cables under the load of hanger forces was deduced. The reasonable position of the saddle was determined according to the shape and the theoretical joint point of the main cables. The shapes of the main cables at completed cable stage were calculated based on the unchanging principle of the zero-stress lengths of the main cables. By using a numerical method combining with the finite element method, one self-anchored suspension bridge with spatial cables was analyzed. The zero-stress length of the main cables, the position of the saddle, and the pre-offsetting of the saddle of the self-anchored suspension bridge were given. The reasonable shapes of the main cables at bridge completion stage and completed cable stage were presented. The results show that the shape-finding calculation method is effective and reliable.