This study aimed to examine the mediating role of rumination, experiential avoidance, dissociation and depressive symptoms in the association between daily peer hassles and non-suicidal self-injury among adolescents. Additionally, this study explored gender differences in these associations and tested whether the proposed model was invariant across genders. The sample consisted of 776 adolescents, of them 369 are males (47.6%) and 407 are females (52.4%), aged between 12 and 18 years old from middle and high schools in Portugal. Participants completed self-report questionnaires to assess daily peer hassles, rumination in its severe component (i.e., brooding), experiential avoidance, dissociation, depressive symptoms and non-suicidal self-injury. Path analysis showed that daily peer hassles indirectly impact on non-suicidal self-injury through increased levels of brooding, experiential avoidance, dissociation, and depressive symptoms. Results indicated significant gender differences in mean scores and path analysis. Male adolescents were more likely to engage in brooding and experiential avoidance in response to external distress (particularly, daily peer hassles), whereas female adolescents were more likely to engage in non-suicidal self-injury in response to internal distress (particularly, depressive symptoms). These findings suggest relevant preventive and intervention actions to address emotion dysregulation in adolescence, by teaching them acceptance and mindfulness skills as a way of coping with stressful experiences and internal distress.