While anything is possible, this is very unlikely. It is far more likely that you received a spam where the spammer simply forged the “From:” to show "email@example.com".
You can tell this by carefully inspecting your full message headers, and tracking down the “confirmed” IP addresses used.
If the mail actually did originate “from” your domain; keeping that mail from reaching your mailbox is the least of your problems, as spam originating from your domain will get your email privileges yanked at DH.
If in fact it is just a forgery, you cannot “stop” that from happening. It is important to realize, however, that the spam is not coming from your domain, so you handle it the same way you handle any other spam.
If you need help in deciphering the header information, just google for help on reading message headers, and you will find lot’s of resourcees.