People have engaged in self-injury—defined as direct and deliberate bodily harm in the absence of suicidal intent—for thousands of years; however, systematic research on this behavior has been lacking. Recent theoretical and empirical work on self-injury has significantly advanced the understanding of this perplexing behavior. Self-injury is most prevalent among adolescents and young adults, typically involves cutting or carving the skin, and has a consistent presentation cross-nationally. Behavioral, physiological, and self-report data suggest that the behavior serves both an intrapersonal function (i.e., decreases aversive affective/cognitive states or increases desired states) and an interpersonal function (i.e., increases social support or removes undesired social demands). There currently are no evidence-based psychological or pharmacological treatments for self-injury. This review presents an integrated theoretical model of the development and maintenance of self-injury that synthesizes prior empirical findings and proposes several testable hypotheses for future research.