Gradient projection (GP) algorithm has been shown as an efficient algorithm for solving the traditional traffic equilibrium problem with additive route costs. Recently, GP has been extended to solve the nonadditive traffic equilibrium problem (NaTEP), in which the cost incurred on each route is not just a simple sum of the link costs on that route. However, choosing an appropriate stepsize, which is not known a priori, is a critical issue in GP for solving the NaTEP. Inappropriate selection of the stepsize can significantly increase the computational burden, or even deteriorate the convergence. In this paper, a self‐adaptive gradient projection (SAGP) algorithm is proposed. The self‐adaptive scheme has the ability to automatically adjust the stepsize according to the information derived from previous iterations. Furthermore, the SAGP algorithm still retains the efficient flow update strategy that only requires a simple projection onto the nonnegative orthant. Numerical results are also provided to illustrate the efficiency and robustness of the proposed algorithm.