Social insects have evolved to self-assemble ad-hoc structures from their bodies to quickly adapt to unexpected obstacles and situations. Inspired by these natural systems, we present an autonomous tread-based robot which is capable of using its own body as a building block for assembling structures. We analytically assess the optimality of the robot design, and experimentally test its ability to climb over like robots under varying conditions. Finally, using a simple self-assembly algorithm relying on only local sensing, robot prototypes are used to demonstrate the self-assembly of a 2D pyramid structure.