Federated Learning (FL) provides both model performance and data privacy for machine learning tasks where samples or features are distributed among different parties. In the training process of FL, no party has a global view of data distributions or model architectures of other parties. Thus the manually-designed architectures may not be optimal. In the past, Neural Architecture Search (NAS) has been applied to FL to address this critical issue. However, existing Federated NAS approaches require prohibitive communication and computation effort, as well as the availability of high-quality labels. In this work, we present Self-supervised Vertical Federated Neural Architecture Search (SS-VFNAS) for automating FL where participants hold feature-partitioned data, a common cross-silo scenario called Vertical Federated Learning (VFL). In the proposed framework, each party first conducts NAS using self-supervised approach to find a local optimal architecture with its own data. Then, parties collaboratively improve the local optimal architecture in a VFL framework with supervision. We demonstrate experimentally that our approach has superior performance, communication efficiency and privacy compared to Federated NAS and is capable of generating high-performance and highly-transferable heterogeneous architectures even with insufficient overlapping samples, providing automation for those parties without deep learning expertise.