We present a quantum self-testing protocol to certify measurements of fermion parity involving Majorana fermion modes. We show that observing a set of ideal measurement statistics implies anti-commutativity of the implemented Majorana fermion parity operators, a necessary prerequisite for Majorana detection. Our protocol is robust to experimental errors. We obtain lower bounds on the fidelities of the state and measurement operators that are linear in the errors. We propose to analyze experimental outcomes in terms of a contextuality witness $W$, which satisfies $langle W rangle le 3$ for any classical probabilistic model of the data. A violation of the inequality witnesses quantum contextuality, and the closeness to the maximum ideal value $langle W rangle=5$ indicates the degree of confidence in the detection of Majorana fermions.
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