Cold atoms, driven by a laser and simultaneously coupled to the quantum field of an optical resonator, may self-organize in periodic structures. These structures are supported by the optical lattice, which emerges from the laser light they scatter into the cavity mode and form when the laser intensity exceeds a threshold value. We study theoretically the quantum ground state of these structures above the pump threshold of self-organization by mapping the atomic dynamics of the self-organized crystal to a Bose-Hubbard model. We find that the quantum ground state of the self-organized structure can be the one of a Mott insulator, depending on the pump strength of the driving laser. For very large pump strengths, where the intracavity-field intensity is maximum and one would expect a Mott-insulator state, we find intervals of parameters where the phase is compressible. These states could be realized in existing experimental setups.