Self-harm is a high-risk behaviour that mainly occurs in youths as a response to psychological burdens. Its prevalence increases during psychologically demanding situations, under the influence of stress, within specific social groups (e.g., minorities) or in groups that have some mental or psychological conditions. The study concentrates on self-harming youths (aged from 15 to 25, AM = 19.32 years) and investigates the presence of a specific clinical category – depression – while also taking into account the sexual orientation of participants (N=252). The results show that self-harming youths have an extremely high score in the rating of depression (59.9% of participants reported extremely severe levels). The levels of depression are significantly higher (sig. of Mann-Whitney U test = 0.034) in non-heterosexual youths than those found in heterosexual self-harming peers (the majority). The influences of social stressors (stigmatization, victimization, prejudice, or discrimination) on minorities are discussed, together with a recommendation to examine the interrelationships between psychological stressors, clinical categories, and self-harming behaviour with an emphasis on the identification of risk factors for self-harm.