We propose a theoretical prediction of the self-diffusion tensor of inertial particles embedded in a viscous fluid. The derivation of the model is based on the kinetic theory for granular media including the effects of finite particle inertia and drag. The self-diffusion coefficients are expressed in terms of the components of the kinetic stress tensor in a general formulation. The model is valid from dilute to dense suspensions and its accuracy is verified in a pure shear flow. The theoretical prediction is compared to simulations of discrete particle trajectories assuming Stokes drag and binary collisions. We show that the prediction of the self-diffusion tensor is accurate provided that the kinetic stress components are correctly predicted.