This study aimed to identify the variables (i.e., internalizing, and externalizing problems, self-control, emotion dysregulation, and alexithymia) relevant for Smartphone Addiction and non-suicidal self-injury (NSSI), conceptualized as emotion-regulation strategies, also assessing age and gender differences. Based on power analysis, N = 78 Italian adolescents (11–19 years; Mage = 14.24; SD = 1.56; 73.1% females) were considered. Step-wise multivariate linear regressions evidence a mutual association between NSSI and Smartphone Addiction, particularly relevant in pre-adolescence. Low self-control is significantly associated with the Smartphone Addiction, while emotion dysregulation and alexithymia with NSSI. This study supports NSSI and Smartphone Addiction conceptualization as emotion-regulation strategies and the importance of prevention interventions.