This paper proposes a self-similar local neuro-fuzzy (SSLNF) model with mutual information-based input selection algorithm for the short-term electricity demand forecasting. The proposed selfsimilar model is composed of a number of local models, each being a local linear neuro-fuzzy (LLNF) model, and their associated validity functions and can be interpreted itself as an LLNF model. The proposed model is trained by a nested local liner model tree  NLOLIMOT) learning algorithm which partitions the input space into axis-orthogonal sub-domains and then fits an LLNF model and its associated validity function on each sub-domain. Furthermore, the proposed approach allows different input spaces for rule premises (validity functions) and consequents (local models). This appealing property is employed to assign the candidate input variables (i.e., previous load and temperature) which influence short-term electricity demand in linear and nonlinear ways to local models and validity functions, respectively. Numerical results from short-term load forecasting in the New England in 2002 demonstrated the accuracy of the SSLNF model for the STLF applications.