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]