<p>Non-Suicidal Self-Injurious Behavior (NSSI) is common among teenagers and young adults. NSSI is an expression of self-punishment to alleviate distressing thoughts and negative emotions such as anxiety, self-hatred, guilt, and loneliness. This study delves into the sociodemographic, psychiatric, and psychological risk factors linked to NSSI among college students (<i>n</i> = 302). The average onset age of NSSI in participants was 15.6 years, with a reported prevalence of 38.1%. Binary logistic analysis identified maternal employment, poor family dynamics, childhood abuse, anxiety, and depression as significant NSSI risk factors, with risks increasing up to threefold individually. Interaction effects showed combined factors like childhood abuse with anxiety or depression further amplified NSSI risk up to 11-fold, underscoring the severe impact of overlapping risks. In terms of predictive power, the GAD 7 scale exhibited the highest effectiveness at 74.4%. Additionally, within the impulsivity domain, Factor 3 Attentional impulsivity, and in the aggression domain, specifically hostility, demonstrated significant predictive value. EFA identified three key factors—anxiety and depression, aggression, and impulsivity—indicating distinct underlying structures in the data. The data were deemed suitable for factor analysis, supported by strong statistical measures (KMO = 0.881 and significant Bartlett’s test). LCA revealed four distinct classes with varying NSSI risk profiles. Class 1 exhibited the lowest risk factors for NSSI, whereas Classes 2, 3, and 4 had higher probabilities of mental health issues, childhood abuse, and NSSI engagement, highlighting varied risk patterns within the population. Despite its cross-sectional design limitations and absence of scales for assessing key psychological traits, our findings underscore NSSI as a maladaptive strategy, emphasizing the necessity for targeted interventions addressing underlying emotional distress and promoting healthier coping mechanisms.</p>