Large language models (LLMs) have shown remarkable progress in code generation, but their generated code often suffers from inefficiency, resulting in longer execution times and higher memory consumption. To address this issue, we propose EffiLearner, a self-optimization framework that utilizes execution overhead profiles to improve the efficiency of LLM-generated code. EffiLearner first generates code using an LLM, then executes it locally to capture execution time and memory usage profiles. These profiles are fed back to the LLM, which then revises the code to reduce overhead. To evaluate the effectiveness of EffiLearner, we conduct extensive experiments on EffiBench and two commonly used code generation benchmarks with 16 open-source and 6 closed-source models.