The Nonlinear self-modulation of dust acoustic waves is studied in the presence of non-thermal (non-Maxwellian) ion and electron populations. By employing a multiple scale technique, a nonlinear Schrödinger-type equation (NLSE) is derived for the wave amplitude. The influence of non-thermality, in addition to obliqueness (between the propagation and modulation directions), on the conditions for modulational instability to occur is discussed. Different types of localized solutions (envelope excitations) which may possibly occur are discussed, and the dependence of their characteristics on physical parameters is traced. The ion deviation from a Maxwellian distribution comes out to be more important than the electron analogous deviation alone. Both yield a de-stabilizing effect on (the amplitude of) DAWs propagating in a dusty plasma with negative dust grains, and thus favour the formation of bright- (rather than dark-) type envelope structures (solitons) in the plasma. A similar tendency towards amplitude de-stabilization is found for the case of the presence of positively charged dust in the plasma.