Background: Self-injurious behavior (SIB) is increasingly popular in psychically ill adolescents, especially in girls with posttraumatic stress (PTSD) and personality disorders. Adolescents with SIB frequently exhibit neurofunctional and psychopathological deficits. We speculated that specific neuropsychological deficits and temperamental factors could predispose patients to SIB and prospectively explored adolescent psychiatric patients with and without SIB in order to find out differences in psychopathology, and neuropsychological or temperamental factors. Sampling and Methods: Ninety-nine psychically ill adolescent girls with SIB, aged 12–19 years and treated at our clinic, were prospectively recruited during a period of 5.5 years (1999–2005). The clinical (ICD-10) diagnoses were mainly substance abuse, eating disorders, depression, PTSD and personality disorders. The control group was also prospectively recruited during the same period and consisted of 77 girls with similar diagnoses and ages but no SIB. All patients were subjected to the same selection of clinical and neuropsychological tests, mainly self-rating questionnaires and tests evaluating executive functions. Results: Adolescent girls with psychiatric disease and SIB were more severely traumatized and depressed. They reported severe emotional and behavioral problems and deficits of self-regulation. In addition, their parents more frequently had psychiatric problems. Temperament, intelligence, investigated executive functions and presence of dissociative symptoms were not different in patients with and without SIB. Conclusions: We could not verify our primary hypothesis that SIB is related to specific neuropsychological deficits or temperamental factors. SIB was associated with traumatic experience, depression, problems of self-regulation and parental psychiatric disease. The prevention of SIB should therefore focus on improving affect regulation, the management of emotional distress and problem-solving strategies.