This is the term English-speaking Catholics use. One is supposed to do it before confession.

"Examination of Conscience
Before going to Confession you should make a review of mortal and venial sins since your last sacramental confession, and should express sorrow for sins, hatred for sins and a firm resolution not to sin again.
A helpful pattern for examination of conscience is to review the Commandments of God and the Precepts of the Church:"
http://www.catholic.org/prayers/confession.php

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Note added at 17 mins (2012-10-27 17:49:47 GMT)
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"Dear Father John, My spiritual director is recommending that I practice a daily “examination of conscience.”"
http://rcspiritualdirection.com/blog/tags/examination-of-con...

"Conscience exam" is sometimes said too, but this is an informal and much less common term, and is certainly inappropriate for a priest, I think.

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Note added at 27 mins (2012-10-27 18:00:10 GMT)
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"1454 The reception of this sacrament [confession] ought to be prepared for by an examination of conscience made in the light of the Word of God. the passages best suited to this can be found in the moral catechesis of the Gospels and the apostolic Letters, such as the Sermon on the Mount and the apostolic teachings."
The Catechism of the Catholic Church, part II, section II, chapter II, VII: "The Acts of the Penitent"
http://www.vatican.va/archive/ENG0015/__P4D.HTM

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Note added at 7 hrs (2012-10-28 00:47:51 GMT)
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I see Cinnamon's point; you could say "he briefly examined his conscience", and that would be more natural in non-religious contexts. However, for a Catholic, the "examination of conscience" is an established part of one's spiritual duties, a formal procedure, as you might say, and I think it would be more appropriate here to say "made a brief examination of conscience", particular since it refers to a priest. The catechism doesn't say that the sacrament ought to be prepared for "by examining one's conscience in the light of the Word of God"; it says "by an examination of conscience made in the light of the Word of God", thereby indicating that it is a procedure to be performed.