Self-propelled drilling machine for drilling holes for piles, said machine comprising: - an undercarriage suitable for moving on the ground, - a rotary tower revolvingly mounted on the undercarriage, - a mast connected to the rotary tower, - a kelly bar slidingly supported by the mast, - a rotary supported by the mast and suitable for coupling with the kelly bar to drive the kelly bar into rotation, - a drilling tool fixed to one first end of the kelly bar, - a winch associated with the kelly bar to move the kelly bar upwards or downwards, - moving means connected to the winch to rotate the winch; said moving means comprising an electric rotary machine connected to the winch; said electric rotary machine being configured to operate as an electric motor suitable for rotating the winch to lift the kelly bar, and as an electric generator during the lowering of the kelly bar that causes a rotation of the winch; - a power supply unit operatively connected to said electric rotary machine; said power supply unit being configured to supply electric power to the electric rotary machine that operates as an electric motor during the lifting of the kelly bar and to store the electric power generated by the electric rotary machine that operates as an electric generator during the lowering of the kelly bar, - drive means disposed between the electric rotary machine and the winch to transmit a rotational motion from the electric rotary machine to the winch and vice versa; the self-propelled drilling machine being characterized in that said drive means comprise a hydraulic actuation system comprising: - a first hydraulic rotating machine connected to the electric rotary machine; - a second hydraulic rotating machine connected to the winch; and - a conduit that connects the first hydraulic rotating machine to the second rotating hydraulic machine, wherein the two hydraulic rotating machines (81, 82) can operate as a pump and as a hydraulic motor. - an undercarriage suitable for moving on the ground, - a rotary tower revolvingly mounted on the undercarriage, - a mast connected to the rotary tower, - a kelly bar slidingly supported by the mast, - a rotary supported by the mast and suitable for coupling with the kelly bar to drive the kelly bar into rotation, - a drilling tool fixed to one first end of the kelly bar, - a winch associated with the kelly bar to move the kelly bar upwards or downwards, - moving means connected to the winch to rotate the winch; said moving means comprising an electric rotary machine connected to the winch; said electric rotary machine being configured to operate as an electric motor suitable for rotating the winch to lift the kelly bar, and as an electric generator during the lowering of the kelly bar that causes a rotation of the winch; - a power supply unit operatively connected to said electric rotary machine; said power supply unit being configured to supply electric power to the electric rotary machine that operates as an electric motor during the lifting of the kelly bar and to store the electric power generated by the electric rotary machine that operates as an electric generator during the lowering of the kelly bar, - drive means disposed between the electric rotary machine and the winch to transmit a rotational motion from the electric rotary machine to the winch and vice versa; the self-propelled drilling machine being characterized in that said drive means comprise a hydraulic actuation system comprising: - a first hydraulic rotating machine connected to the electric rotary machine; - a second hydraulic rotating machine connected to the winch; and - a conduit that connects the first hydraulic rotating machine to the second rotating hydraulic machine, wherein the two hydraulic rotating machines (81, 82) can operate as a pump and as a hydraulic motor.