Non-suicidal self-injury (NSSI) is described as behaviors that directly and intentionally inflict damage to body tissue without suicidal intent and for reasons not linked to cultural expectations or norms. Literature has confirmed several “specific risk factors” related to NSSI behaviors; emotional reactivity, internalizing problems, alexithymia traits, and maladaptive family functioning can predispose an individual to intrapersonal and interpersonal vulnerabilities related to difficulties in regulating one’s own cognitive-emotional experience. The present study aims to analyze and define the psychopathological and family interactive-relational characteristics of adolescents with NSSI through a case-control study. Thirty-one patients with NSSI and thirty-one patients without NSSI paired for sex, age, and psychiatric diagnosis (ICD-10) were recruited in Padua among two Child Neuropsychiatry Units before the COVID-19 pandemic. Results show a higher prevalence of internalizing problems, alexithymia trait related to “difficulty identifying feelings”, and lower quality of family functioning related to inclusion of partners, child involvement, and child self-regulation. These results carry significant implications for the clinical management and therapeutic care of non-suicidal self-injury patients and further confirm the need for an in-depth investigation of internalizing problems, alexithymia, and quality of family interactions.