The self‐focusing of relativistically intense laser light pulses is analyzed, where the pulse length is short enough that ion inertia prevents any significant motion of ions. Self‐focusing occurs as a result of an increase of the wave refractive index arising from two effects: the mass increase of electrons caused by their relativistic quiver velocity in the light wave, and the reduction of the electron density as a result of ponderomotive force expulsion of the electrons. The latter effect is significant even for rather small values of (P−PL)/PL, wherePis the laser beam power andPLis the critical power above which self‐focusing occurs. In fact, for (P−PL)/PL≳0.1 the effect is so strong thatallelectrons are expelled within a core radial region of the self‐focused laser light channel (this new phenomenon is calledelectroncavitation).