When a person brags about their own misfortune. Usually disguised as a complaint or told to a friend as if in confidence. What separates pitybragging from complaining or confiding, though, is that the speaker tells everyone who will listen and gets satisfaction from having the hardest luck in the room. Often, a listener can get roped into a competition with the pity bragger, but people who have endured real tragedy rarely participate.
"When I was growing up, my mom had to work three jobs just to put food in our mouths."
"Me too, only I had to drop out of school and strip just to help with the rent. It's totally not something I'm proud of."
A pitybrag often includes a statement that is exactly the opposite of the speaker's true feelings, such as "I'm not proud of this.", "Don't tell anyone but...", or "It was the worst thing that ever happened to me."