You could also say that you "held yourself back" ("held myself back"). This is a common informal expression in English, which means that you stopped yourself from doing something, or that you restrained yourself in a situation. However, it can have a more negative connotation, like one of regret, as if you restrained yourself from doing something when it would have been better to do it.

You can also use the phrase to say that you held someone else back, which means that you stopped them from doing something. It can also carry the same negative connotation depending on how you use it.

For example, you could say, "I held myself back from ordering dessert, because although it looked delicious, I knew I was too full to eat it."

Or, you could say, "I held myself back from saying something to her. Maybe it would have been better if I had spoken to her about it instead." In this example it carries the connotation of regret.

If you are talking about someone else, it could be used in this manner:
Friend: "Should I talk to them about how I feel about this?"
You: "I think it would be better if you held back." (I think it would be better if you showed restraint or didn't speak about it at all.)

@max - "self-restrain" is wrong. The noun is "self-restraint" and the verb is "to restrain oneself (from)".

Examples of the verb:

They restrained themselves from criticizing the president.

You should restrain yourself from drinking too much tonight.

She restrained herself from leading on yet another potential suitor.

I wouldn't suggest it. It would be understood.

You would be "coining a neologism," inventing your own word. Everyone would <em>understand</em> the word because it's constructed in a normal way. It sounds strange. 

It would be better just to say "to retrain myself." For example. "I learned to drive with a stick shift, but I've been driving with an automatic transmission for thirty years. Now I have a new car with a stick shift. It is hard to retrain myself to use a stick shift again, after all those years."

I agree with the comment above.  I have said something like, " i restrain myself from eating junk food".  But, also, I will say something like, "I have self restraint on sticking to a healthy diet."

Oh, I am sorry, writing mistakes. Yup, I meant to write "self-restrain" and "self-restraint".