Recent advances in graph OOD detection have focused on test-time training techniques that facilitate OOD detection without accessing potential supervisory information (e.g., training data). However, most of these methods employ a one-pass inference paradigm, which prevents them from progressively correcting erroneous predictions to amplify OOD signals. To this end, we propose a Self-Improving Graph Out-of-Distribution detector (SIGOOD), which is an unsupervised framework that integrates continuous self-learning with test-time training for effective graph OOD detection. Specifically, SIGOOD generates a prompt to construct a prompt-enhanced graph that amplifies potential OOD signals. To optimize prompts, SIGOOD introduces an Energy Preference Optimization (EPO) loss, which leverages energy variations between the original test graph and the prompt-enhanced graph. By iteratively optimizing the prompt by involving it into the detection model in a self-improving loop, the resulting optimal prompt-enhanced graph is ultimately used for OOD detection. Comprehensive evaluations on 21 real-world datasets confirm the effectiveness and outperformance of our SIGOOD method.