In some real systems, e.g., sensor networks, individual agents will often need to form coalitions to accomplish complex tasks. Due to communication or computation constrains, it is infeasible for agents to directly interact with all other peers to form coalitions. Most current coalition formation works, however, overlooked this aspect. Those works usually did not provide an explicitly modeled agent network or assumed agents in a fully connected network, where an agent can communicate with all other agents. Thus, to alleviate this problem, it is necessary to provide a neighbourhood system within which agents can directly interact only with their neighbours. Towards this end, in this paper, we propose a dynamic coalition formation mechanism, incorporated with self-organisation, in a structured agent network. Based on self-organisation principles, this mechanism enables agents to dynamically adjust their degrees of involvement in different coalitions and to join new coalitions at any time.