The Collaborative International Dictionary of English v.0.48:

Self-discipline \Self`-dis"ci*pline\, n.
   Correction or government of one's self for the sake of
   improvement.
   [1913 Webster]

WordNet (r) 3.0 (2006):

self-discipline
    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]

Moby Thesaurus II by Grady Ward, 1.0:

32 Moby Thesaurus words for "self-discipline":
   abnegation, aplomb, composure, constraint, control, denial,
   discipline, forbearance, frugality, golden mean, independence,
   moderateness, moderation, nothing in excess, possession,
   renouncement, renunciation, restraint, self-command, self-conquest,
   self-control, self-denial, self-government, self-mastery,
   self-possession, self-restraint, soberness, sobriety, sophrosyne,
   temperance, temperateness, willpower