Supervised Deep Learning (DL) models are currently the leading approach for sensor-based Human Activity Recognition (HAR) on wearable and mobile devices. However, training them requires large amounts of labeled data, whose collection is often time-consuming, expensive, and error-prone. At the same time, due to the intra- and inter-variability of activity execution, activity models should be personalized for each user. In this work, we propose SelfAct: a novel framework for HAR that combines self-supervised and active learning to mitigate these problems. SelfAct leverages a large pool of unlabeled data collected from many users to pre-train through self-supervision a DL model, with the goal of learning a meaningful and efficient latent representation of sensor data. The resulting pre-trained model can be locally used by new users, which will fine-tune it thanks to a novel unsupervised active learning strategy. Our experiments on two publicly available HAR datasets demonstrate that SelfAct achieves results that are close to or even better than those reached by fully supervised approaches with only a few active learning queries.