We report ferroelectricity and self-polarization in the (001) oriented ultrathin relaxor ferroelectric PMN-PT films grown on Nb-SrTiO 3, SrRuO 3 and La 0.7Sr 0.3MnO 3, respectively. Resistance-voltage measurements and AC impedance analysis suggest that at high temperatures Schottky depletion width in a 4 nm thick PMN-PT film deposited on Nb-SrTiO 3 is smaller than the film thickness. We propose that Schottky interfacial dipoles make the dipoles of the nanometer-sized polar nanoregions (PNRs) in PMN-PT films grown on Nb-SrTiO 3 point downward at high temperatures and lead to the self-polarization at room temperature with the assistance of in-plane compressive strain. This work sheds light on the understanding of epitaxial strain effects on relaxor ferroelectric films and self-polarization mechanism.