You can choose either way.
Those who are fond of commas might do it this way:
"I, too, am proud of myself"
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dalehileman
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Wed 29 Apr, 2015 11:01 am
@milimi,
Rag's right, Mil; though the trend is away from the comma except where it's needed for meaning
Incidentally however, there might be a slight difference in meaning of the two sentences: Thbe second could imply that there also are other matters of which I'm proud