The correct treatment of diffusion in multicomponent gas mixtures requires solution of a linear system of equations for the diffusive mass fluxes relative to the mass-averaged velocity of the mixture. Effective binary diffusion approximations are often used to avoid solving this system. These approximations are generally internally inconsistent in the sense that the approximate diffusion fluxes do not properly sum to zero. The origin of this inconsistency is identified, and a general procedure for removing it is presented. This procedure applies equally to concentration, forced, pressure, and thermal diffusion, either separately or in combination. It is used to obtain a self-consistent effective binary diffusion approximation in which the diffusive mass fluxes properly sum to zero and all four types of diffusion are simultaneously accounted for.