Pyrochlore oxides are fascinating systems where strong, multi-orbital correlations in concert with geometrical frustration give rise to unanticipated physical properties. The detailed mechanism of the insulator-metal transitions (IMT) underpinning these phenomena is, however, ill-understood in general. Motivated thereby, we study the IMT in the pyrochlore Hg2Ru2O7 using LDA+DMFT. In contrast to the well-known examples of Mott transitions in TMO, we show that, in the negative charge-transfer situation characteristic of Hg2Ru2O7, self-doping plays a crucial role in the emergence of an orbital-selective IMT. We argue that this mechanism has broader relevance to other correlated pyrochlore oxides.