Recent years have witnessed a proliferation of research exploring the phenomenon of nonsuicidal self-injury (NSSI); however, a great deal remains unknown about this alarmingly pervasive behavior. Our aim in the present review was to use the recently developed, empirically supported four-function model (FFM) of NSSI (Nock, 2009(Nock, , 2010Nock & Prinstein, 2004) as a conceptual base to generate important next steps for research on self-injury. Functional approaches have guided the understanding of a wide range of disorders, including anxiety (e.g., Barlow, 2002), depression (e.g., Dimidjian et al., 2006), and substance use (e.g., Dutra et al., 2008). Drawing from this functional model of self-injury may similarly help identify research initiatives necessary to advance knowledge of NSSI and bolster the development of much-needed evidence-based treatments. In this review, we first briefly discuss the classification, prevalence, clinical significance, and transdiagnostic nature of NSSI. Next, we present the evidence-based FFM of NSSI. We then use the model to inform the understanding of seven unanswered questions about self-injury and a research agenda for studies aimed to answer them.