Self-trapping, a fundamental nonlinear phenomenon in which waves overcome diffusive spreading through system nonlinearities, is essential for understanding soliton formation and wave localization. Momentum lattice is constructed from discrete momentum states of ultracold atoms, forming synthetic dimensions and providing a versatile platform for investigating topological physics and localization phenomena. In this study, we experimentally investigate interaction-induced self-trapping in a one-dimensional momentum lattice by using a Bose-Einstein condensate (BEC) of cesium atoms confined in a crossed optical dipole trap. Atomic interactions are adjusted via a Feshbach resonance by changing the s-wave scattering length a. The system is initially prepared in a zero-momentum state and then quenched, with the subsequent dynamics probed using time-of-flight imaging. The results show that for weak interactions (a\approx 3a_0), the atoms undergo ballistic expansion. As the scattering length a increases, diffusion is suppressed, leading to macroscopic self-trapping for a\geqslant 600a_0, where the atoms remain localized near the zero-momentum state. Numerical simulations based on the Gross-Pitaevskii equation are in good agreement with the experimental results and yield a critical s-wave scattering length of a\approx 591a_0. Slight deviations during long-term evolution are attributed to decoherence caused by spatial separation and thermal effect. According to Bogoliubov theory, the repulsive interaction in real space manifests as a local attractive potential in momentum space. This energy shift suppresses tunneling between lattice sites, inducing macroscopic self-trapping. Our findings provide valuable insights for investigating quantum many-body physics in momentum lattices.