We predict the self-collimation phenomena (or equivalently, dynamical localization) in two-dimensional PT-symmetric complex potentials, where the complex modulation is considered in the transverse, longitudinal, or simultaneously in both directions. Nondiffractive propagation is analytically predicted and further confirmed by numerical integration of a paraxial model. The parameter space is explored to identify the self-collimation regime in crystals with different PT symmetries. In addition, we also analyze how the PT-symmetric potentials determine the energy distribution between spatial modes of the self-collimated beams.