Gene selection is an attractive and important task in cancer survival analysis. Most existing supervised learning methods can only use the labeled biological data, while the censored data (weakly labeled data) far more than the labeled data are ignored in model building. Trying to utilize such information in the censored data, a semi-supervised learning framework (Cox-AFT model) combined with Cox proportional hazard (Cox) and accelerated failure time (AFT) model was used in cancer research, which has better performance than the single Cox or AFT model. This method, however, is easily affected by noise. To alleviate this problem, in this paper we combine the Cox-AFT model with self-paced learning (SPL) method to more effectively employ the information in the censored data in a self-learning way. SPL is a kind of reliable and stable learning mechanism, which is recently proposed for simulating the human learning process to help the AFT model automatically identify and include samples of high confidence into training, minimizing interference from high noise. Utilizing the SPL method produces two direct advantages: (1) The utilization of censored data is further promoted; (2) the noise delivered to the model is greatly decreased. The experimental results demonstrate the effectiveness of the proposed model compared to the traditional Cox-AFT model.