In this study, we demonstrate a self-excited oscillation induced in cholesteric liquid crystalline droplets under a temperature gradient. At equilibrium, a winding Maltese cross pattern with a point defect was observed via polarised microscopy in the droplets dispersed in an isotropic solvent. When the temperature gradient was applied, the pattern was deformed owing to the Marangoni convection induced by the gradient. Here, when both the droplet size and temperature gradient were sufficiently large, the periodic movement of the defect together with the pattern deformation was observed, which demonstrated the self-excited oscillation of the director field. To describe this phenomenon, we theoretically analysed the flow and director fields by using Onsager's variational principle. This principle enabled the simplified description of the phenomenon; consequently, the time evolution of the director field could be expressed by the phenomenological equations for the two parameters characterising the field. These equations represented the van der Pol equation, which well expressed the mechanism of the self-excited oscillation.