We report on direct measurements of self-guiding of 800 nm, 30 fs, 5 mJ laser pulses used to generate high-order harmonics in 80 torr helium. We track the spatial evolution of the laser pulses as they propagate several centimeters near the focus under conditions suitable for harmonic generation. The laser is observed to focus, diverge, and refocus. This behavior is accompanied by a flattop beam profile. Both of these features are absent when the laser is focused in vacuum. We also observed a 4 nm spectral blue shift in the center of the laser beam near the focus in contrast with no spectral shift at wider radii.