An all-optical self-oscillating 4He atomic magnetometer with a large dynamic range of the magnetic field is demonstrated. This device has the advantage of the fast response of the self-oscillating magnetometer and is not affected by the systematic errors originated from the radio-frequency field. It is also free from the nonlinear Zeeman effect in large magnetic fields. We use a liquid crystal to adjust the phase shift, which is independent of frequency. Results show that our self-oscillating 4He magnetometer exhibits a response time of 0.2 ms for a step signal of 3600 nT, and the noise floor reaches 1.7 pT / Hz1/2 for frequencies from 2 Hz to 500 Hz. It can work stably in magnetic fields ranging from 2500 nT to 103000 nT. Compared with the commercial self-oscillating cesium atomic magnetometer (Scintrex, CS-3), the self-oscillating 4He atomic magnetometer has shown a better gradient tolerance in larger magnetic field. This magnetometer is ideally suited in magnetic observatories to monitor geomagnetic field requiring large dynamic range and high bandwidth.