While large language models (LLMs) exhibit impressive language understanding and in-context learning abilities, their decision-making ability still heavily relies on the guidance of task-specific expert knowledge when solving real-world tasks. To unleash the potential of LLMs as autonomous decision makers, this paper presents an approach JuDec to endow LLMs with the self-judgment ability, enabling LLMs to achieve autonomous judgment and exploration for decision making. Specifically, in JuDec, Elo-based Self-Judgment Mechanism is designed to assign Elo scores to decision steps to judge their values and utilities via pairwise comparisons between two solutions and then guide the decision-searching process toward the optimal solution accordingly. Experimental results on the ToolBench dataset demonstrate JuDec's superiority over baselines, achieving over 10% improvement in Pass Rate on diverse tasks. It offers higher-quality solutions and reduces costs (ChatGPT API calls), highlighting its effectiveness and efficiency.