Objectives This study explored how cognitive reappraisal, expressive suppression, and facets of ruminative thinking could be brought together in a model to explain non-suicidal self-injury (NSSI) in the context of experiencing stressful life events and psychological distress. Methods Data from 2,507 participants aged 12-18 years (68 female, mean age 13.93 years) recruited from 40 Australian secondary schools were analysed, including 254 participants with a history of NSSI (72 female, mean age 14.21 years). Participants completed a self-report questionnaire assessing the constructs of interest. Results Although meeting minimum fit indices, our hypothesized model showed poorer fit compared to an empirically derived model. There was little evidence for the mediating role of psychological distress in NSSI, and we found adverse life events, psychological distress, emotion regulation, and two facets of ruminative thinking (counterfactual thinking and anticipatory thoughts) had direct, though weak, relationships with NSSI. Among the subsample of adolescents with a history of NSSI, anticipatory rumination moderated the relationship between psychological distress and NSSI, while cognitive reappraisal demonstrated a direct, although weak relationship with NSSI. Conclusions Our observations suggest that, among adolescents, contextual, social, and behavioural factors may have a strong influence on NSSI and this may suggest that prevention and treatment efforts for NSSI among adolescents need to focus on contextual, social, and behavioural factors. Practitioner points Emotion regulation and repetitively dwelling on current problems and concerns are implicated in non-suicidal self-injury (NSSI) only to the extent they increase or reduce the experience of psychological distress. Prevention and treatment efforts for NSSI among adolescents would be better focused on contextual, social, and behavioural factors than cognitive factors. The cross-sectional nature of the research suggests interpretations regarding the influence of these psychological factors on NSSI can only be speculative and further research is warranted to establish causality. Replication with a larger, more representative sample is warranted.