Non-suicidal self-injury (NSSI) is a common behavior, particularly among adolescents and young adults. Impulsivity has been implicated as an important factor associated with NSSI, however prospective longitudinal research is lacking. Moreover, the relationship between impulsivity and other risk factors for NSSI is unclear. By examining longitudinal models including impulsivity, attachment, and distress we hope to elucidate the nature of the association between impulsivity and NSSI. 1,686 community-recruited young people (ages 14–25) with no NSSI in the past year were followed up for one year, completing self-report measures of the above factors. Impulsivity independently predicted new onset of NSSI over and above other risk factors, indicating heightened impulsivity is a prospective risk factor for NSSI. Psychological distress mediated the parenting-NSSI association.