We demonstrate a compact silicon photonic crystal Mach-Zehnder interferometer operating in the self-collimation regime. By tailoring the photonic band structure such as to produce self-collimated beams, it is possible to design beam splitters and mirrors and combine these to a 20 x 20 microm(2) format. With transmission spectroscopy we find a pronounced unidirectional optical output, the output ratio being as high as 25 at the self-collimation wavelength. Furthermore, the self-collimated beams and the unidirectionality are clearly observed in real space using near-field and far-field optical microscopy. Interpretation of the optical data is strongly supported by different types of simulations.