The shear lag effect of the steel box girder section in a self-anchored suspension bridge was investigated in this study. Finite element analysis software Midas Civil was used to discretize the girder under analysis into space plate elements and establish a plate element model. The law of shear lag in the longitudinal direction of the girder in the construction and completion stages was determined accordingly. The shear lag coefficient appears to change suddenly near the side support, middle support, side cable anchorage area, and near the bridge tower support of the steel box girder under the imposed load. The most severe shear lag effect is located near the side support and near the side cable anchorage area. Steel box girder sections are simulated before and after system conversion to analyze the shear lag coefficient in the bridge construction stage. The results show that the shear lag coefficient markedly differs before versus after system conversion due to the different stress mechanisms. The finite element analysis results were validated by comparison with the results of an analysis via analogous rod method.