The Collaborative International Dictionary of English v.0.48:

Self-deceit \Self`-de*ceit"\, n.
   The act of deceiving one's self, or the state of being
   self-deceived; self-deception.
   [1913 Webster]

WordNet (r) 3.0 (2006):

self-deceit
    n 1: a misconception that is favorable to the person who holds
         it [syn: self-deception, self-deceit]