The Collaborative International Dictionary of English v.0.48:

Self-educated \Self`-ed"u*ca`ted\, a.
   Educated by one's own efforts, without instruction, or
   without pecuniary assistance from others.
   [1913 Webster]

WordNet (r) 3.0 (2006):

self-educated
    adj 1: educated by your own efforts rather than by formal
           instruction