The self-pinched ion beam transport in plasmas with finite radius and nonuniform transverse density profile are investigated with a two-dimensional electromagnetic particle-in-cell simulation code. Electron holes are formed in such plasmas due to the attraction of the ion beam and are shown to propagate with the ion beam. The ion beam charge can be overcompensated by the plasma electrons provided that the radial density distribution of the ion beam overlaps with the electron holes. In this case, the radial electric field exerted on the beam ions increases significantly and becomes focusing. The plasma return current is found to enhance the ion beam current, leading to a higher self-pinched force in the radial direction. An ion beam with higher density and small radius thus can be obtained in such plasmas, which is favorite for the self-pinched ion beam transport.