Based on the experiential avoidance model, the current study aims to test the relationship between cyber-ostracism and adolescents’ non-suicidal self-injury and to explore the mediating roles of depression and experiential avoidance. A sample of 1062 middle school students completed questionnaires on cyber-ostracism, depression, experiential avoidance, and self-injurious behavior. The results showed that cyber-ostracism, depression, experiential avoidance, and non-suicidal self-injury were positively correlated with each other. After controlling for gender and age, the mediation model test shows that cyber-ostracism was significantly and positively associated with non-suicidal self-injury. Depression and experiential avoidance mediated the relationship between cyber-ostracism and non-suicidal self-injury parallelly and sequentially. This study highlights the potential mechanisms of action between cyber-ostracism and adolescent non-suicidal self-injury and finds that cyber-ostracism is a risk factor for non-suicidal self-injury. This founding suggests that extra attention should be paid to the role of the online environment in addition to the offline environment experiences for the intervention of non-suicidal self-injury.