I don't think there is and this is the reason:
Main Entry:
de·jec·tion
Pronunciation:
d
jeksh
n, d
-
Function:
noun
Inflected Form(s):
-s
Etymology:Middle English
dejeccioun, from Late Latin & Latin; Late Latin
dejection-, dejectio act of lowering or pulling down, abject condition, humiliation, from Latin, purging, ejection, degradation, from
dejectus + -ion-, -io -ion
1 obsolete a : the act of lowering or the condition of being lowered in rank, estate, or circumstances
: ABASEMENT, HUMILIATION b : a lowering of strength
: diminution especially of appetite
2 : lowness of spirits
: DEPRESSION, MELANCHOLY <slumped down on the wall, the picture of
dejection -- O.E.Rölvaag>
3 [probably from French, from Middle French, from Latin]
a : DEFECATION b : ***, EXCREMENT
synonym see
SADNESS
M-W unabridged
As you can see the current usage is mostly related to
depression, and I don't think you can say
self-depression
However, in some of the obsolete definitions such as ABASEMENT, you can have that, but not with dejection directly:
Main Entry:
self-abasement
Pronunciation:
|
|

Function:
noun
: a humiliation of oneself based on feelings of inferiority,
guilt, or shame <continual ups and downs of rapture and depression,
arrogance and
self-abasement -- Edith Wharton>