Nonsuicidal self-injury (NSSI) is common among young people. A majority of individuals who injure themselves do so to alleviate negative affect, as most self-injurers report difficulties with mood regulation. Trauma in childhood is an important risk factor that may cause individuals to develop poor interpersonal relations and impaired emotion-regulation, leading to the use of non-adaptive coping strategies such as NSSI. This study examined factors contributing to self-injury, focusing on the link from childhood maltreatment, through mood regulation expectancies and expectancies for social support (father, mother, and friends), to self-injury. Understanding how these variables relate to NSSI is crucial for early identification of individuals at risk of NSSI. Participants were 377 Japanese university students. Lifetime prevalence of self-injury was 20% among the sample. Results showed childhood maltreatment is a strong predictor that increases the risk for NSSI. However, expectancies for social support and mood regulation seem to be potential protective factors. Mood regulation expectancies mediate the relationship between childhood maltreatment and self-injury. In addition, expectancies for social support were indirectly linked with NSSI through negative mood regulation expectancies. It appears that perceived support from father and friends increases one's confidence in regulating difficult emotions, which in turn reduces risk for NSSI. Results suggest that strong expectancies for social support, especially from friends, increase one's confidence in regulating emotion, which contributes as a protective factor against self-injury.