The motivation behind the need to feel proud of yourself has it's roots in a lack of self-worth and confidence.
Lack of self-confidence can be made up of several different aspects like: guilt, anger turned inward, unrealistic expectations of perfection, false sense of humility, fear of change or making mistakes, depression etc. Depression can actually also be a result of a lack of self-confidence. '
The damage can actually be found in your ego. The ego is an identity fabricated in the mind by past events. For example your birth name, skin color, nationality, sex, or anything that deals with past experiences which reaffirms the identity of who you are. In Buddhism, there are terms such as "antidotes" which are used to cure delusions associated with general or specific sufferings. For example, anger can be cured with patience and love. Anxiety can be cured with acceptance and wisdom. Self-worth can be cured by loving-kindness and wisdom.
Loving-kindness, also known as Metta, is a practice to accept and love others and ourselves unconditionally. Typically Metta is practiced through a meditation which usually uses a mantra such as,
May you be happy. May you be well. May you be safe. May you be peaceful and at ease.
Other methods may include visualizations such as a radiating red or white auras from the heart symbolizing love. Meditation is important but more importantly is service. It takes the attention off yourself and puts it onto others. This is the quickest way for developing Metta in yourself while putting it into practice.
Next, you need to develop wisdom. Studying sutras, listening to Dharma talks, and reading books on the subject is a fantastic way to gain knowledge. Knowledge will help you systematically but it won't necessarily develop wisdom. By doing meditations such as "Zazen", you will gradually see through the ego the same way you would see through a desert mirage. Eventually by seeing through the ego it will wither away completely leaving you at peace.