Magnetorheological elastomers are smart composite materials which are composed of magnetically polarizable particles dispersed in the elastomeric matrix. Self-heating of MRE in course of the cyclical compressive loading leads to the rise of temperature which is the cause of the decrease of dynamical moduli and also of the decrease of the damping of material. The fatigue endurance and the strength decline with the rising temperature as well. The paper describes experimental research of the self-heating of two magnetorheological elastomers during the dynamical loading. The compressive cyclic loading used was strain controlled with the constant pre-strain and amplitude and with different frequencies. Loading continued until the steady value of temperature was reached. Temperature change was measured and the dissipated energy was determined from hysteretic loops. Changes of storage and loss moduli and of loss tangent were determined by means of DMA.