Large Language Models (LLMs) have demonstrated remarkable capabilities, yet their further evolution is often hampered by the scarcity of high-quality training data and the heavy reliance of traditional methods on expert-labeled data. This reliance sets a ceiling on LLM performance and is particularly challenging in low data resource scenarios where extensive supervision is unavailable. To address this issue, we propose a novel paradigm named LANCE (**LAN**guage models as **C**ontinuous self-**E**volving data engineers) that enables LLMs to train themselves by autonomously generating, cleaning, reviewing, and annotating data with preference information. Our approach demonstrates that LLMs can serve as continuous self-evolving data engineers, significantly reducing the time and cost of post-training data construction. Through iterative fine-tuning on Qwen2 series models, we validate the effectiveness of LANCE across various tasks, showing that it can maintain high-quality data generation and continuously improve model performance. Across multiple benchmark dimensions, LANCE results in an average score enhancement of **3.64** for Qwen2-7B and **1.75** for Qwen2-7B-Instruct. This autonomous data construction paradigm not only lessens reliance on human experts or external models but also ensures data aligns with human preferences, offering a scalable path for LLM self-improvement, especially in contexts with limited supervisory data. Code is available at: https://github.com/Control-derek/LANCE.
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