Suicidal ideation (SI) and non-suicidal self-injury (NSSI) are two distinct yet often co-occurring risk factors for suicide deaths in adolescents. Elucidating the neurobiological patterns that specifically characterize SI and NSSI in adolescents is needed to inform the use of these markers in intervention studies and to develop brain-based treatment targets. Here, we clinically assessed 70 adolescents—49 adolescents with depression and 21 healthy controls—to determine SI and NSSI history. Twenty-eight of the depressed adolescents had a history of SI and 29 had a history of NSSI (20 overlapping). All participants underwent a resting-state fMRI scan. We compared groups in network coherence of subdivisions of the central executive network (CEN), default mode network (DMN), and salience network (SN). We also examined group differences in between-network connectivity and explored brain-behavior correlations. Depressed adolescents with SI and with NSSI had lower coherence in the ventral DMN compared to those without SI or NSSI, respectively, and healthy controls (all ps < 0.043, uncorrected). Depressed adolescents with NSSI had lower coherence in the anterior DMN and in insula-SN (all ps < 0.030, uncorrected), and higher CEN–DMN connectivity compared to those without NSSI and healthy controls (all ps < 0.030, uncorrected). Lower network coherence in all DMN subnetworks and insula-SN were associated with higher past-month SI and NSSI (all ps < 0.001, uncorrected). Thus, in our sample, both SI and NSSI are related to brain networks associated with difficulties in self-referential processing and future planning, while NSSI specifically is related to brain networks associated with disruptions in interoceptive awareness.