Pride is an established conviction of one's own paramount worth in some particular respect, while vanity is the desire of rousing such a conviction in others, and it is generally accompanied by the secret hope of ultimately coming to the same conviction oneself. Pride works from within; it is the direct appreciation of oneself. Vanity is the desire to arrive at this appreciation indirectly, from without.

Vol. 1, Ch. 4, § 2 - Parerga and Paralipomena (1851) - Aphorisms on the Wisdom of Life