"Mężczyzna się śmieje" would mean "the man laughs", but if he specifically laughs at himself, you have to add "z siebie" just like you'll add "at himself" in English.
That said, "się" alone doesn't work as "yourself". It can sometimes even just work as "one", for example: "Nie przechodzi się na czerwonym świetle" means "One doesn't walk [as in - cross the street] on a red light".
Check out this discussion: https://forum.duolingo.com/comment/16097555/Use-of-si%C4%99 where someone asks about the use of "się", it's been explained there in detail :)
Seems that Wiktionary considers it to be a form of "się", but that seems a bit strange to me... well, frankly, it doesn't matter that much. Anyway, it would not be possible to use "się" itself here.
As "śmiać się" takes Genitive (śmiać się z kogo? z czego?), that's Genitive.
https://en.wiktionary.org/wiki/si%C4%99#Declension - declension of "się".