Non-suicidal self-injury (NSSI) and suicidal behavior in adolescence are global mental health concerns. These behaviors are often interconnected, but can also manifest independently. This study aimed to assess the predictive abilities of neuroticism, emotional competencies, and the school social climate on four typologies based on the presence of NSSI and levels of suicidal behavior. The study included 713 participants aged 11–16 years who completed questionnaires assessing suicidal behavior, NSSI, neuroticism, emotional competencies, and the school social climate. The data were analyzed using logistic regression techniques. The findings revealed that adolescents with high levels of neuroticism and emotion perception, low levels of emotion expression and regulation and an inadequate school social climate were more likely to belong to typologies characterized by NSSI and/or high suicidal behavior. This study underscores the importance of enhancing the school social climate as a crucial step toward reducing the likelihood of NSSI and suicidal behavior.