I know when I put on my "self-cleaning" oven, I always open the kitchen windows or make sure I'm gone, because it always burns my eyes so badly. I recently saw on the news where the fumes from a couple's "self cleaning" oven killed their pet bird. It then when on to say your "self-cleaning" oven (when in that mode), releases dangerous chemicals/toxins in the air so I felt like I needed to pass this on to everybody. The segment said it can affect your other pets as well.
There are many articles on the Internet about this subject, Please check them out and find all all the dangers of using your "self cleaning" oven.