This paper introduces a new method to extract speaker embeddings from a deep neural network (DNN) for text-independent speaker verification. Usually, speaker embeddings are extracted from a speaker-classification DNN that averages the hidden vectors over the frames of a speaker; the hidden vectors produced from all the frames are assumed to be equally important. We relax this assumption and compute the speaker embedding as a weighted average of a speaker's frame-level hidden vectors and their weights are automatically determined by a self-attention mechanism. The effect of multiple attention heads are also investigated to capture different aspects of a speaker's input speech. Finally, a PLDA classifier is used to compare pairs of embeddings. The proposed self-attentive speaker embedding system is compared with a strong DNN embedding baseline on NIST SRE 2016. We find that the self-attentive embeddings achieve superior performance. Moreover, the improvement produced by the self-attentive speaker embeddings is consistent with both short and long testing utterances.