Key propositions of the Traumagenic Model of Self-Injury (Yates, 2004) and the affect regulation model of self-injury in adolescents (Briere & Gil, 1998; Yates, 2004) were investigated within the wider developmental psychopathology perspective. Drawing from these theories and the relevant empirical evidence, a series of hypotheses were proposed that focused on self-injury as a correlate of affect regulation, coping and stress processes (daily hassles and life events), a history of maltreatment, neuroticism, and symptoms of depression and anxiety among adolescents. The research involved a large cross-sectional study (Study 1) of university students aged 16 to 18 years (N = 537), a smaller cross-sectional study (Study 2) of adolescent seeking clinical mental health services aged 13 to 17 years (N = 55), and a diary study with those same adolescents seeking clinical services. All studies were designed to examine covariation between some or all of the constructs mentioned above, and to examine and compare patterns of affect, coping and stress over a short period of time. Only one aspect of affect regulation, clarity of feelings, and the personality characteristic of neuroticism were associated with self-injurious behaviour among both the university students and the clinical adolescents. However there were a number of correlates of self-injury that were found within one sample and not the other. The clinical and university studies differed in terms of which aspects of maltreatment, daily hassles, and coping were associated with self-injury. In addition to these quantitative comparisons of self-injurers to other young people, a phenomenological analysis was completed to provide a greater depth of understanding about adolescents’ perceptions of their self-injurious behaviours. The accounts from adolescents gathered and summarised were generally consistent with some of the quantitative findings, but added depth and meaning. Support was found for the affect regulation theory of self-injury, and a traumagenic model confirming the importance of adolescents’ affect regulation ability and maltreatment in the development of self-injury. More specifically, support was found for the affect regulation aspect of clarity of feelings as a unique correlate of self-injury. In addition, what appears of more importance than actual events or coping behaviours utilised by individuals are the adolescents’ perceptions of the stressfulness experienced from the events and the usefulness of coping strategies used. Findings point to the need to focus on affect regulation, especially recognition and clarity of affect, adaptive coping strategies, and social support within clinical work with adolescents who self-injure. Seven directions were suggested for future research, including more focus on negative affect, affect regulation, impulsivity, examination of expectancy beliefs in relation to coping, examination of moderating and mediating processes in adolescent self-injury, possible multiple self-injury trajectories, and diary studies.