Non-suicidal self-injury (NSSI) has its typical onset during adolescence and usually configures a maladaptive coping strategy that serves numerous functions. Adverse psychosocial situations are related with an increased risk for NSSI. The objective of this work was to identify the most prevalent psychosocial risk factors for NSSI during adolescence and statistically significant associations between them. A convenience sample of 50 adolescents with identified history of NSSI was used. Each case was searched for the Abnormal Psychosocial Situations (APS) contemplated in the psychosocial axis (Axis V) of the International Classification of Diseases (10th edition). The 10 more prevalent APS were present in at least 50% of the subjects. Several statistically significant associations between APS were identified, signalizing certain patterns of associations that suggest increased risk for NSSI. A proper assessment of the psychosocial contexts may allow identification of youth at risk for NSSI, and thus the institution of early intervention programs.