Objectives The aim of this study was to determine the comorbid psychiatric diagnoses, peer bullying rates and NSSI characteristics in adolescents who engage in self-injuring behavior. Materials and Methods This case-controlled cross-sectional study was conducted between 1 March 2020 and 1 May 2021 in the Child and Adolescent Psychiatry and Paediatrics outpatient clinic of a hospital in the Southeastern Anatolia region of Turkey. The data of 50 adolescents with NSSI and 60 adolescents without NSSI attending school were compared. The data in the study were obtained using sociodemographic form prepared by the researchers, the Affective Disorders and Schizophrenia Interview Schedule for School-Age Children—Present and Lifetime Version—Dsm–5, Peer Bullying Scale Adolescent Form and Self-Injurious Behaviour Assessment Inventory. Results Fifty adolescents (70% female) with a mean age of 15.4 years (S.D. = 1.4) with NSSI were included as case group and 60 adolescents (66.7% female) with a mean age of 15.5 years (S.D. = 1.3) without NSSI were included as control group. Banging/hitting self was the most common NSSI method, while affect regulation was the most common function. In the case group, verbal, isolation and damage to belongings among the victim subtypes in the last year were found to be significantly higher than in the control group. It was found that there was a positive correlation between the variety of self-injury methods and bullying exposure scores in adolescents with NSSI. Depression disorders, anxiety disorders, oppositional defiant disorder, attention deficit hyperactivity disorder, conduct disorder, and post-traumatic stress disorder diagnoses were found to be more prevalent in the group with NSSI. Conclusions Based on the finding, it was found that psychiatric diagnoses are more common in adolescents with NSSI, peer bullying subtypes are seen at a higher rate, and as bullying scores increase, the variety of NSSI methods also increases. It is thought that providing psychiatric evaluation and treatment for adolescents with NSSI, establishing cooperation with school and family for peer bullying, developing preventive mental health policies and effective intervention programmes may be beneficial.