Non-suicidal self-injuries (NSSIs) have been identified as one of the most predictive factors of suicidal behaviours in adolescents. However, it remains unknown whether certain functions of NSSIs are associated with suicide risk, and what are the underlying mechanisms. Therefore, we aimed to investigate the association between functions of NSSIs and suicide risk in adolescents with conduct disorder (CD), which shares some common characteristics with NSSIs. Participants were 215 adolescents (155 females, 72.1%) with CD. Functions of NSSIs, depressive symptoms, the levels of impulsivity, anxiety, self-esteem and aggression were examined. There were 77 adolescents with lifetime history of NSSIs (35.8%). Among them, adolescents with lifetime history of suicide attempt were significantly more likely to report anti-dissociation and anti-suicide function of NSSIs. They had significantly higher levels of anxiety as well as significantly lower self-esteem. Higher lifetime number of NSSIs was associated with higher odds of reporting anti-dissociation and anti-suicide functions. Moreover, these two functions fully mediated the association between lifetime number of NSSIs and suicide risk after co-varying for depressive and anxiety symptoms as well as self-esteem. The present findings indicate that anti-suicide and anti-dissociation functions of NSSIs might be crucial predictors of suicide risk in adolescents with CD.