Although there is evidence for an association of child abuse with lifetime suicidal behaviour, the underlying mechanisms remain unclear. In recent research, we found this relationship to be indirect and mediated by capability for suicide (CS). Emotional and sexual abuse were directly associated with CS. Based on the Interpersonal Psychological Theory of Suicide, the result for emotional abuse was surprising and raised the question for a missing link in this association. Consequently, this study examines nonsuicidal self‐injury (NSSI) as an additional mediator (M1) between child abuse (X), pain tolerance (M2), and suicide attempts (Y). We included 308 psychiatric inpatients (M = 36.9 years, 53% female) with either an acute suicidal crisis (n = 146) or a recent suicide attempt (n = 157). For the assessment, we used the Childhood Trauma Screener (CTS), the German version of the self‐injurious thoughts and behaviours interview (SITBI‐G), the German Capability for Suicide Questionnaire (GCSQ), and a pressure algometer for measuring pain tolerance objectively. Serial mediator analyses were applied. All types of abuse showed relationships with NSSI, which itself was connected to suicidal behaviour in almost all models, whereas pain tolerance did not show the expected relations. The results suggest that NSSI is an important predictor for suicide attempts and should be considered in suicide risk assessment. Future research should address this topic in prospective studies with a more comprehensive assessment of child abuse. In summary, this study once again highlights the serious effects of child abuse and in particular the mediating role of NSSI.