The shortcomings of traditional methods to find the shortest path are revealed, and a strategy of finding the self- organizing shortest path based on thermal flux diffusion on complex networks is presented. In our method, the shortest paths between the source node and the other nodes are found to be self-organized by comparing node temperatures. The computation complexity of the method scales linearly with the number of edges on underlying networks. The effects of the method on several networks, including a regular network proposed by Ravasz and Barabasi which is called the RB network, a real network, a random network proposed by Ravasz and Barabasi which is called the ER network and a scale-free network, are also demonstrated. Analytic and simulation results show that the method has a higher accuracy and lower computational complexity than the conventional methods.