We report spontaneous oscillations of circular hydraulic jumps created by the impact of a submillimeter water jet on a solid disk. The jet flow rate is shown to condition the occurrence of the oscillations while their period is independent of this parameter. The period, however, varies linearly with the disk radius. This dependency is rationalized by investigating surface gravity wave modes in the cavity formed by the disk. We show that the jump oscillation frequency systematically matches one of the surface wave disk-cavity eigenfrequencies, leading to the conclusion that the oscillations are self-induced by the interaction between the jump and surface wave eigenmodes.