Index: class-wp-widget-media-image.php
===================================================================
--- class-wp-widget-media-image.php	(revision 41547)
+++ class-wp-widget-media-image.php	(working copy)
@@ -245,7 +245,7 @@
 				esc_url( $url ),
 				esc_attr( $instance['link_classes'] ),
 				esc_attr( $instance['link_rel'] ),
-				! empty( $instance['link_target_blank'] ) ? '_blank' : '',
+				! empty( $instance['link_target_blank'] ) ? '_blank' : '_self',
 				$image
 			);
 		}
