Recent advances of deep learning have achieved remarkable performances in various challenging computer vision tasks. Especially in object localization, deep convolutional neural networks outperform traditional approaches based on extraction of data/task-driven features instead of hand-crafted features. Although location information of region-of-interests (ROIs) gives good prior for object localization, it requires heavy annotation efforts from human resources. Thus a weakly supervised framework for object localization is introduced. The term "weakly" means that this framework only uses image-level labeled datasets to train a network. With the help of transfer learning which adopts weight parameters of a pre-trained network, the weakly supervised learning framework for object localization performs well because the pre-trained network already has well-trained class-specific features. However, those approaches cannot be used for some applications which do not have pre-trained networks or well-localized large scale images. Medical image analysis is a representative among those applications because it is impossible to obtain such pre-trained networks. In this work, we present a "fully" weakly supervised framework for object localization ("semi"-weakly is the counterpart which uses pre-trained filters for weakly supervised localization) named as self-transfer learning (STL). It jointly optimizes both classification and localization networks simultaneously. By controlling a supervision level of the localization network, STL helps the localization network focus on correct ROIs without any types of priors. We evaluate the proposed STL framework using two medical image datasets, chest X-rays and mammograms, and achieve signiticantly better localization performance compared to previous weakly supervised approaches.