Analyse des travaux scientifiques de Henri Poincaré faite par lui-même, Acta Math. 38 (1921), 3-135.
Apparently written in 1901 at the request of Mittag-Leffler, this is not quite an autobiography but more in the style of the "Notices sur les travaux scientifiques" that many French scientists wrote, often as candidates to the Academy of Sciences. A 19th century example is Darboux (1884).
