Self-Dual Supersymmetric Yang-Mills Theory Generates Two-Dimensional Supersymmetric WZNW Models

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.