ObjectiveAmong adolescents with depression, the occurrence of non-suicidal self-injury (NSSI) behavior is prevalent, constituting a high-risk factor for suicide. However, there has been limited research on the neuroimaging mechanisms underlying adolescent depression and NSSI behavior, and the potential association between the two remains unclear. Therefore, this study aims to investigate the alterations in functional connectivity (FC) of the regions in the prefrontal cortex with the whole brain, and elucidates the relationship between these alterations and NSSI behavior in adolescents with depression.MethodsA total of 68 participants were included in this study, including 35 adolescents with depression and 33 healthy controls. All participants underwent assessments using the 17-item Hamilton Depression Rating Scale (17-HAMD) and the Ottawa Self-Harm Inventory. In addition, functional magnetic resonance imaging (fMRI) data of the participants’ brains were collected. Subsequently, the FCs of the regions in the prefrontal cortex with the whole brain was calculated. The FCs showing significant differences were then subjected to correlation analyses with 17-HAMD scores and NSSI behavior scores.ResultCompared to the healthy control group, the adolescent depression group exhibited decreased FCs in several regions, including the right frontal eye field, left dorsolateral prefrontal cortex, right orbitofrontal cortex, left insula and right anterior cingulate coetex. The 17-HAMD score was positively correlated with the frequency of NSSI behavior within 1 year (rs = 0.461, p = 0.005). The FC between the right anterior cingulate cortex and the right precuneus showed a negative correlation with the 17-HAMD scores (rs = −0.401, p = 0.023). Additionally, the FC between the right orbitofrontal cortex and the right insula, demonstrated a negative correlation with the frequency of NSSI behavior within 1 year (rs = −0.438, p = 0.012, respectively).ConclusionAdolescents with depression showed decreased FCs of the prefrontal cortex with multiple brain regions, and some of these FCs were associated with the NSSI frequency within 1 year. This study provided neuroimaging evidence for the neurophysiological mechanisms underlying adolescent depression and its comorbidity with NSSI behavior.