Shell-shaped Bose-Einstein condensate is a typical quantum system in curved geometry. Here, we propose a new type of shell-shaped Bose-Einstein condensate with a self-bound character, thereby liberating it from stringent conditions such as microgravity or a fine-tuned trap. Specifically, we consider a three-component (1, 2, 3) ultracold Bose gas where (1, 2) and (2, 3) both form quantum droplets. The two droplets are mutually immiscible due to strong 1-3 repulsion, while still linked by component-2 to form a globally self-bound object. The outer droplet then naturally develops a shell structure without any trapping potential. It is shown that the shell structure can significantly modify the equilibrium density of the core, and lead to unique collective excitations highlighting the core-shell correlation. All results have been demonstrated in a realistic ^{23}Na-^{39}K-^{41}K mixture. By extending quantum droplets from flat to curved geometries, this Letter paves the way for future explorations of the interplay of quantum fluctuations and nontrivial real-space topologies in ultracold gases.