Adolescence is a difficult stage, a period of risk for developing disorders, including depression and self-injurious behavior. A non-random sample was drawn (n= 563) from first-year high school students (32.8%) 185 males and 378 females (67.14%) from public schools in Mexico. The age range was 15 and 19 years, with a mean age of 15.63 (SD = 0.78). According to the results, the sample was divided into n1 = 414 (73.3%) adolescents without self-injury (S.I.) and n2 = 149 (26.4%) S.I. adolescents. In addition, results were obtained on methods, motives, time, and frequency of S.I., and a model was generated in which depression and first sexual experience obtained the highest Odd Ratio and d values in their relationship with S.I. Finally, we contrasted the results with earlier reports and concluded that depression is an important variable in S.I. behavior. Early S.I. detection will prevent the aggravation of S.I. and suicide attempts.