Tim Challies, The Spiritual Discipline of Discernment:
It must be noted that while Scripture does not explicitly forbid self-forgiveness, it also does not require or endorse it. It seems, then, that we do not need to forgive ourselves, nor should we make this our practice. If we struggle with guilt or shame, forgiving ourselves may be a temporary salve, but it cannot bring the peace and healing we seek. We can only have true peace, lasting peace, by accepting God’s forgiveness and allowing him to remove the guilt of our transgression. This must be an act of God rather than an act of self, because true forgiveness will be found only in the very source of forgiveness.
Words of Grace 