This paper proposes "An Integrated Self-diagnosis System (ISS) for an Autonomous Vehicle based on an Internet of Things (IoT) Gateway and Deep Learning" that collects information from the sensors of an autonomous vehicle, diagnoses itself, and the influence between its parts by using Deep Learning and informs the driver of the result. The ISS consists of three modules. The first In-Vehicle Gateway Module (In-VGM) collects the data from the in-vehicle sensors, consisting of media data like a black box, driving radar, and the control messages of the vehicle, and transfers each of the data collected through each Controller Area Network (CAN), FlexRay, and Media Oriented Systems Transport (MOST) protocols to the on-board diagnostics (OBD) or the actuators. The data collected from the in-vehicle sensors is transferred to the CAN or FlexRay protocol and the media data collected while driving is transferred to the MOST protocol. Various types of messages transferred are transformed into a destination protocol message type. The second Optimized Deep Learning Module (ODLM) creates the Training Dataset on the basis of the data collected from the in-vehicle sensors and reasons the risk of the vehicle parts and consumables and the risk of the other parts influenced by a defective part. It diagnoses the vehicle's total condition risk. The third Data Processing Module (DPM) is based on Edge Computing and has an Edge Computing based Self-diagnosis Service (ECSS) to improve the self-diagnosis speed and reduce the system overhead, while a V2X based Accident Notification Service (VANS) informs the adjacent vehicles and infrastructures of the self-diagnosis result analyzed by the OBD. This paper improves upon the simultaneous message transmission efficiency through the In-VGM by 15.25% and diminishes the learning error rate of a Neural Network algorithm through the ODLM by about 5.5%. Therefore, in addition, by transferring the self-diagnosis information and by managing the time to replace the car parts of an autonomous driving vehicle safely, this reduces loss of life and overall cost.