self-pity
A formal or literary term for feeling sorry for oneself; less common in casual speech than expressions like 自分をかわいそうに思う.
He is wallowing in self-pity.
I'm looking for a way to get out of self-pity.
自己嫌悪 means self-hatred or self-loathing, a stronger negative feeling toward oneself, while 自己憐憫 is feeling sorry for oneself.
Compound of 自己 (self) and 憐憫 (pity, compassion). 憐憫 is a Sino-Japanese word combining 憐 (pity) and 憫 (sympathize).