A self-generation mechanism of magnetic dipoles and the anomalous energy dissipation of fast electrons in a magnetized beam-plasma system are presented. Based on two-dimensional particle-in-cell simulations, it is found that the magnetic dipoles are self-organized and play important roles in the beam electron energy dissipation. These dipoles drift slowly in the direction of the return flow with a quasisteady velocity, which depends upon the magnetic amplitude of the dipole and the imposed external magnetic field. This dipole formation provides a mechanism for the anomalous energy dissipation of a relativistic electron beam, which would play an important role in collisionless shock and ion shock acceleration.