The Collaborative International Dictionary of English v.0.48:

Self-deception \Self`-de*cep"tion\, n.
   Self-deceit.
   [1913 Webster]

WordNet (r) 3.0 (2006):

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

Moby Thesaurus II by Grady Ward, 1.0:

69 Moby Thesaurus words for "self-deception":
   airy nothing, autism, bamboozlement, befooling, bluffing, bubble,
   calculated deception, chimera, circumvention, conning, daydream,
   deceiving, deception, deceptiveness, defrauding, deluded belief,
   delusion, delusiveness, dereism, dream, dream vision, dreamland,
   dreamworld, dupery, enmeshment, ensnarement, entanglement,
   entrapment, fallaciousness, fallacy, false belief, falseness,
   flimflam, flimflammery, fond illusion, fooling, hallucination,
   hoodwinking, ignis fatuus, illusion, kidding, mirage, misbelief,
   misconception, misinterpretation, misunderstanding, outwitting,
   overreaching, phantasm, pipe dream, putting on, self-deceit,
   self-delusion, snow job, song and dance, spoofery, spoofing,
   subterfuge, swindling, trick, trickiness, tricking, trip, vapor,
   victimization, vision, willful misconception, wishful thinking,
   wrong impression