  We show that recently formulated four-dimensional self-dual supersymmetric
Yang-Mills theory, which is consistent background for open $~N=2$~ superstring,
generates two-dimensional $~N=(1,1),~\, N=(1,0) $~ and $~N=(2,0)$~
supersymmetric gauged Wess-Zumino-Novikov-Witten $~\s\-$models on coset
manifolds $~G/H$, after appropriate dimensional reductions. This is supporting
evidence for the conjecture that the self-dual supersymmetric Yang-Mills theory
will generate lower-dimensional supersymmetric integrable models after
dimensional reductions.
