The objective was to examine the associations of socioecological connectedness with bullying victimization and depressive symptoms in early adolescence and with non-suicidal self-injury (NSSI) in mid-adolescence, and how these might differ between genders. Diverse adolescents (N= 4115; 49.1% girls) in the 7th grade reported on connections with parents/family, peers, school, and neighborhood, as well as bullying victimization and depressive symptoms, and NSSI in 10th grade (Me= 16.1 years). Structural equation modeling with WSLMV indicated that the lower likelihood of NSSI in 10th grade was associated with higher perceptions of connections between adolescents and their families, both directly as well as indirectly through reduced bully victimization and depressive symptoms three years earlier. Higher school connectedness was indirectly associated with the lower likelihood of NSSI through bullying victimization and depressive symptoms. Paths to NSSI varied for girls and boys. Results advance the understanding of developmental pathways leading to NSSI in adolescent girls and boys.