Yes! It may feel strange to cite your own paper, but it's an important part of leaving an easy-to-follow research trail. Citing any work lets your readers know where it came from, and your own work is no exception. This applies to papers, presentations, artwork - anything you make that wasn't published.
When you cite an unpublished work, you will want to include this information:
Find more information about citing in your chosen citation style on our Citation Guide.
An example self-citation of an unpublished paper in the three most common citation styles.
MLA
Crowl, Paige. "Wading Through the Data: Are Consumers Willing to Buy Lionfish on St. Croix?." 9 Dec. 2016. ENVS 250, Emory University, student paper.
APA
Crowl, P. (2016). Wading through the data: Are consumers willing to buy lionfish on St. Croix?. [Unpublished undergraduate paper]. Emory University.
Chicago
Note
1. Paige Crowl, “Wading Through the Data: Are Consumers Willing to Buy Lionfish on St. Croix?” (undergraduate paper, Emory University, 2016), 4-5.
Bibliography
Crowl, Paige. "Wading Through the Data: Are Consumers Willing to Buy Lionfish on St. Croix?." (2016). Undergraduate paper, Emory University, 2016.