Is it ok to cite my own paper, currently in review, in my own thesis?
In most fields, a thesis is not counted as publication for purposes of avoiding duplication.  Thus, it is acceptable for the same material to appear in both a peer-reviewed article and your thesis, in either order: it is both acceptable to "staple" published material together to form a thesis and to "extract" thesis materials for publication afterward.

This means that you have two different options for your case here, depending on the particulars of your circumstance:


If the work you want to publish is something your thesis depends on, then submit the article and also include the work in the thesis (adapted appropriately for context in both circumstances, of course).  You can the put a citation in your thesis noting that this work is submitted.
If the work you want to publish is largely independent of your thesis, but just useful for you to note exists in your discussions, then don't include it in your thesis, and again, cite it as a submitted work.


In either case, for purpose of your advisor and committee's evaluation of your work, you can give them a copy of the article that is under review.  Thus, even though your article may not yet be published, its content can be easily made available to everybody who matters for acceptance of your thesis.

Finally: your advisor will likely have opinions and should probably be involved in the decision in any case.