Non-suicidal self-injury (NSSI) behaviors are self-injurious behaviors inflicted without intending death. Literature has shown the relationship between stressful life events (SLE) and NSSI behaviors. The Strengths and Difficulties Questionnaire-Dysregulation Profile (SDQ-DP) is defined as an index of self-regulatory problems, related to higher risk for suicidal ideation and attempts in adolescents. In this study the relationship between SDQ-DP and NSSI behaviors, mediated by SLE in a clinical sample of children and adolescents is analyzed. A cross-sectional study was conducted on 239 subjects (aged from 11 to 17) to test the mediation model. SDQ-DP significantly correlates with NSSI behaviors (Wald = 6.5477, p = .0105); SDQ-DP significantly correlates with SLE (T = 5.7229, p < .001); SLE significantly correlates NSSI behaviors, and the relation remains significant whilst controlling for SDQ-DP (Wald = 4.1715, p = .041); the relation between SDQ-DP and NSSI behaviors stops being significant whilst controlling for the potential mediator (SLE) (Wald = 2.9951, p = .0835). Study of indirect effect supports the mediation model (.0585 CI [.0016, .1266]). Findings are compatible with the complete mediation scenario. These results point out the importance of self-regulatory problems in coping strategies with regards to SLE and the development of NSSI behaviors.