The smell from a self-cleaning oven emanates from the grease and food particles that burn out of the oven during the cleaning process. The self-clean cycle increases the oven's temperature to 750 degrees Fahrenheit and eliminates spills and splattered materials by burning them.
Wiping down the oven and hand cleaning the racks before starting the self-cleaning cycle helps reduce the odor. When the oven is in cleaning mode, operating the range vent and opening the windows provide ventilation to reduce the odor.
New ovens sometimes emit a strong chemical smell as they bake off materials from the manufacturing process. Also, binding agents in the fiberglass insulation sometimes cause an odor during normal operation. Provide ventilation and operate the oven at 400 degrees Fahrenheit for an hour to eliminate the binding agents. Once they are gone, operating the oven should no longer cause the smoke or smell.