The trend of bringing machine learning (ML) to the Internet of Things (IoT) field devices is becoming ever more relevant, also reducing the overall energy need of the applications. ML models are usually trained in the cloud and then deployed on edge devices. Most IoT devices generate large amounts of unlabeled data, which are expensive and challenging to annotate. This paper introduces the self-learning autonomous edge learning and inferencing pipeline (AEP), deployable in a resource-constrained embedded system, which can be used for unsupervised local training and classification. AEP uses two complementary approaches: pseudo-label generation with a confidence measure using k-means clustering and periodic training of one of the supported classifiers, namely decision tree (DT) and k-nearest neighbor (k-NN), exploiting the pseudo-labels. We tested the proposed system on two IoT datasets. The AEP, running on the STM NUCLEO-H743ZI2 microcontroller, achieves comparable accuracy levels as same-type models trained on actual labels. The paper makes an in-depth performance analysis of the system, particularly addressing the limited memory footprint of embedded devices and the need to support remote training robustness.