We compute the effects of excluded volume on the probability for double-stranded DNA to form a loop. We utilize a Monte Carlo algorithm for generation of large ensembles of self-avoiding wormlike chains, which are used to compute the J factor for varying length scales. In the entropic regime, we confirm the scaling-theory prediction of a power-law drop off of -1.92, which is significantly stronger than the -1.5 power law predicted by the non-self-avoiding wormlike chain model. In the elastic regime, we find that the angle-independent end-to-end chain distribution is highly anisotropic. This anisotropy, combined with the excluded volume constraints, leads to an increase in the J factor of the self-avoiding wormlike chain by about half an order of magnitude relative to its non-self-avoiding counterpart. This increase could partially explain the anomalous results of recent cyclization experiments, in which short dsDNA molecules were found to have an increased propensity to form a loop.