Self-catalyzed GaAs nanowires (NWs) on Si substrates are one of the superior candidates for future electronics and optoelectronics integrated with a silicon electronic platform. To bring the NWs from laboratories to industry, it is essential to further develop their basic science and engineering. In situ growth monitoring plays an important role in understanding the fundamental growth mechanisms influencing the resulting properties of NWs. We report on monitoring the growth of an individual self-catalyzed GaAs NW on a patterned Si substrate by molecular beam epitaxy utilizing a micro X-ray diffraction (XRD) setup. For the first time, the full growth run of a single NW was monitored by XRD over a time span of about 1 h. It was found that the NW growth follows two stages. In the first stage, the NW axial growth is dominant while the NW oscillates within 1° tilt angle with respect to the substrate normal. In the second stage, the NW starts to grow radially maintaining a stable orientation. These findings are explained within a dedicated model. From a technical point of view, our results demonstrate the feasibility of in situ growth experiments with NWs/nanoparticles using synchrotron radiation.