This study was conducted to estimate the prevalence of non-suicidal self-injury (NSSI)—the most severe mental health problem among South Korean adolescents in 2019. The participants were students from 12 middle and seven high schools in a single city in the metropolitan area in South Korea. A cluster-random sampling method was used—one class per school year at each middle and high schools. Every student in the selected classes was investigated. The final number of selected classes and students were as follows: 36 classes, 1074 students at middle schools; 35 classes, 873 students at high school. Data were obtained using a self-administered online questionnaire. The 12-month prevalence of NSSI was 8.8% among Korean adolescents, 2.85 times higher for female than male students (13.4% vs. 4.7%). For the school grade, the multivariable-adjusted odds ratio [mOR] was 3.89 times (95% confidence interval [CI] 1.35–11.26) higher for the group with the highest school records compared with the middle group for male students, while such pattern was not observed among female students (mOR 1.11, 95% CI 0.54–2.26). The risks for NSSI were higher among female students with lower economic status, compared with those with higher economic status (mOR 4.16, 95% CI 1.43–12.05). In contrast, economic status did not indicate higher risk among male students (mOR 1.43, 95% CI 0.42–4.84). This study suggests that the risk for NSSI among adolescent students may be different according to gender and comprehensive interventions from schools against NSSI may need a gender-sensitive approach in South Korea.