End-to-end autonomous driving has garnered widespread attention. Current end-to-end approaches largely rely on the supervision from perception tasks such as detection, tracking, and map segmentation to aid in learning scene representations. However, these methods require extensive annotations, hindering the data scalability. To address this challenge, we propose a novel self-supervised method to enhance end-to-end driving without the need for costly labels. Specifically, our framework \textbf{LAW} uses a LAtent World model to predict future latent features based on the predicted ego actions and the latent feature of the current frame. The predicted latent features are supervised by the actually observed features in the future. This supervision jointly optimizes the latent feature learning and action prediction, which greatly enhances the driving performance. As a result, our approach achieves state-of-the-art performance in both open-loop and closed-loop benchmarks without costly annotations.