You need to also provide the certificate (public key) for the private key entry. For a certificate signed by a CA, the chain is the CA's certificate and the end-certificate. For a self-signed certificate you only have the self-signed certificate
Example:
KeyPair keyPair = ...;//You already have this
X509Certificate certificate = generateCertificate(keyPair);
KeyStore keyStore = KeyStore.getInstance("JKS");
keyStore.load(null,null);
Certificate[] certChain = new Certificate[1];
certChain[0] = certificate;
keyStore.setKeyEntry("key1", (Key)keyPair.getPrivate(), pwd, certChain);
To generate the certificate follow this link:
Example:
public X509Certificate generateCertificate(KeyPair keyPair){
X509V3CertificateGenerator cert = new X509V3CertificateGenerator();
cert.setSerialNumber(BigInteger.valueOf(1)); //or generate a random number
cert.setSubjectDN(new X509Principal("CN=localhost")); //see examples to add O,OU etc
cert.setIssuerDN(new X509Principal("CN=localhost")); //same since it is self-signed
cert.setPublicKey(keyPair.getPublic());
cert.setNotBefore(<date>);
cert.setNotAfter(<date>);
cert.setSignatureAlgorithm("SHA1WithRSAEncryption");
PrivateKey signingKey = keyPair.getPrivate();
return cert.generate(signingKey, "BC");
}