Objective Nonsuicidal Self-Injury (NSSI) in China has increasingly interested clinicians, although few studies have investigated its risk and protective factors. This study examined the risk factors of NSSI among Chinese adolescents. Methods The researchers recruited adolescent participants with NSSI from a hospital outpatient clinic to form a case group and recruited adolescents without NSSI who provided informed consent from the school to form a control group. Participants completed a questionnaire, and data were analyzed using logistic regression. Results A total of 138 cases and 276 controls participated in this study. Binary multivariate logistic regression analysis with adjusting for age and sex showed that domestic violence (OR = 8.615, 95%CI: 3.081–24.091), parental overconcern (OR = 6.995, 95%CI: 3.447–14.192), guilt (OR = 4.949, 95%CI: 2.227–10.996), and school bullying (OR = 21.676, 95%CI: 6.799–69.109) increased the risk of NSSI, while peer support (OR = 0.068, 95%CI: 0.030–0.150) and living in an urban environment (OR = 0.157, 95%CI: 0.056–0.437) decreased the risk of NSSI. Conclusion Some psychosocial factors were confirmed to be independent risk and protective factors for NSSI in this study. However, the clinical significance of the results needs to be interpreted with caution due to sample size limitations.