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Knowledge distillation (KD) shows a bright promise as a powerful regularization strategy to boost generalization ability by leveraging learned sample-level soft targets. Yet, employing a complex pre-trained teacher network or an ensemble of peer students in existing KD is both time-consuming and computationally costly. Various self KD methods have been proposed to achieve higher distillation efficiency. However, they either require extra network architecture modification or are difficult to parallelize. To cope with these challenges, we propose an efficient and reliable self-distillation framework, named Self-Distillation from Last Mini-Batch (DLB). Specifically, we rearrange the sequential sampling by constraining half of each mini-batch coinciding with the previous iteration. Meanwhile, the rest half will coincide with the upcoming iteration. Afterwards, the former half mini-batch distills on-the-fly soft targets generated in the previous iteration. Our proposed mechanism guides the training stability and consistency, resulting in robustness to label noise. Moreover, our method is easy to implement, without taking up extra run-time memory or requiring model structure modification. Experimental results on three classification benchmarks illustrate that our approach can consistently outperform state-of-the-art self-distillation approaches with different network architectures. Additionally, our method shows strong compatibility with augmentation strategies by gaining additional performance improvement. The code is available at https://github.com/Meta-knowledge-Lab/DLB.