Graph neural networks (GNNs) with missing node features have recently received increasing interest. Such missing node features seriously hurt the performance of the existing GNNs. Some recent methods have been proposed to reconstruct the missing node features by the information propagation among nodes with known and unknown attributes. Although these methods have achieved superior performance, how to exactly exploit the complex data correlations among nodes to reconstruct missing node features is still a great challenge. To solve the above problem, we propose a self-supervised guided hypergraph feature propagation (SGHFP). Specifically, the feature hypergraph is first generated according to the node features with missing information. And then, the reconstructed node features produced by the previous iteration are fed to a two-layer GNNs to construct a pseudo-label hypergraph. Before each iteration, the constructed feature hypergraph and pseudo-label hypergraph are fused effectively, which can better preserve the higher-order data correlations among nodes. After then, we apply the fused hypergraph to the feature propagation for reconstructing missing features. Finally, the reconstructed node features by multi-iteration optimization are applied to the downstream semi-supervised classification task. Extensive experiments demonstrate that the proposed SGHFP outperforms the existing semi-supervised classification with missing node feature methods.