Self-harm and suicide are most commonly observed in adolescents specially females in Asian countries and in western. The psychosocial predictors, along with hopelessness and non-suicidal injury (NSSI), have not been studied properly before. Therefore, there is a need to address these issues. The objective of the study was to ascertain the psychosocial and clinical features predicting suicide and NSSI in adolescents with major depression. Increased number of suicidality and impaired family function at entry is autonomously connected with a suicidal attempt. NSSI are connected at base line and apply additive effect on likelihood, one keeping on through treatment period. Poor family functions, as well as family problems and social problems, were the causative agents for adolescent’s high suicidality and NSSI. A history of NSSI treatment is a clinical marker for suicidality. The previous suicidal attempts should be evaluated in depressed juvenile patients as indicators of future suicidal intent and behavior. Both suicidal and NSSI adolescents during the therapy and after treatment endure to be depressed when they are engaged in study. Major causes of suicide among our study participants were lost friend(s), drug abuse, living alone, disturbed parental marriage, sexual abuse, and other domestic problems.