Background: There is substantial overlap between deliberate self-harm (DSH) and intention to suicide (ITS), although the psychopathologies and motivations behind these behaviors are distinctly different. The purpose of this study was to investigate (i) the pathway relationship among parental bonding, personality characteristics, and alexithymic traits, and (ii) the association of these features with ITS and DSH using structural equation modeling to determine the risks and protective factors for these behaviors. Methods: Sixty-nine first-time DSH and 36 first-time ITS patients without medical or psychiatric illnesses, and 66 controls were recruited. The Parental Bonding Inventory (PBI), Eysenck Personality Questionnaire (EPQ), 20-item Toronto Alexithymia Scale (TAS-20), and the Chinese Health Questionnaire (CHQ) were filled out by the participants. Results: Our structural equation models showed that parental bonding had the greatest influence on the development of DSH behavior in patients. On the other hand, participants who were younger, less extraverted, with a greater extent of the alexithymic trait of difficulty identifying feeling (DIF), and a worse mental health condition, were more likely to develop ITS behavior. Males were more likely than females to develop the alexithymic trait of DIF. Conclusions: Although there are many covariates that affect both ITS and DSH behaviors, these covariates may have different functions in the development of these behaviors, thus revealing the psychopathological difference between DSH and ITS. Policymakers should consider these differences and build intervention and prevention programs for gender- and age-specific high-risk groups to target the differences, with a focus on family counseling to treat DSH and a focus on attempting to increase emotional awareness to treat ITS.