The Collaborative International Dictionary of English v.0.48:

Self-denial \Self`-de*ni"al\, n.
   The denial of one's self; forbearing to gratify one's own
   desires; self-sacrifice.
   [1913 Webster]

WordNet (r) 3.0 (2006):

self-denial
    n 1: the trait of practicing self discipline [syn: self-
         discipline, self-denial]
    2: the act of denying yourself; controlling your impulses [syn:
       self-denial, self-discipline, self-control]
    3: renunciation of your own interests in favor of the interests
       of others [syn: abnegation, self-abnegation, denial,
       self-denial, self-renunciation]

Moby Thesaurus II by Grady Ward, 1.0:

125 Moby Thesaurus words for "self-denial":
   Albigensianism, Catharism, Franciscanism, Sabbatarianism, Trappism,
   Waldensianism, Yoga, abnegation, abstaining, abstemiousness,
   abstention, abstinence, altruism, anchoritic monasticism,
   anchoritism, aplomb, asceticism, austerity, calm, calmness,
   commitment, composure, consecration, conservatism, constraint,
   continence, control, cool, dedication, denial, desisting, devotion,
   discipline, disinterest, disinterestedness, dispassion, eremitism,
   evenness, fasting, flagellation, forbearance, frugality,
   gentleness, giving up, golden mean, happy medium, hardship,
   humility, impartiality, independence, judiciousness, juste-milieu,
   lenity, maceration, magnanimity, meden agan, mendicantism,
   middle way, mildness, moderateness, moderation, moderationism,
   modesty, monachism, monasticism, mortification, neutrality,
   nonviolence, nothing in excess, pacifism, possession, privation,
   prudence, puritanism, refusal, refusing, renouncement, renouncing,
   renunciation, repose, restraint, rigor, sacrifice, self-abasement,
   self-abnegation, self-command, self-conquest, self-control,
   self-devotion, self-discipline, self-effacement, self-forgetful,
   self-forgetfulness, self-government, self-immolation, self-mastery,
   self-mortification, self-neglect, self-neglectfulness,
   self-possession, self-renouncement, self-restraint, self-sacrifice,
   self-sacrificing, self-subjection, selflessness, serenity,
   soberness, sobriety, sophrosyne, stability, steadiness, suffering,
   swearing off, temperance, temperateness, tranquillity,
   unacquisitiveness, unexcessiveness, unextravagance, unextremeness,
   unpossessiveness, unselfishness, via media, voluntary poverty