na-adjective
Describes a person, attitude, or remark that belittles oneself, often with a humorous or self-critical tone. Can range from light self-deprecation to genuinely masochistic tendencies.
彼はいつも自虐的なジョークを言う。
He always makes self-deprecating jokes.
そんな自虐的な考え方はやめたほうがいい。
You should stop that kind of masochistic thinking.
マゾヒスティック is a direct loanword for 'masochistic' and often carries a stronger, more clinical or sexual connotation than 自虐的, which is broader and commonly used for everyday self-deprecation.
Compound of 自虐 (self-torment) + 的 (-like, -ish). 自虐 is composed of 自 (self) and 虐 (oppress, torment).