Introduction: Non-suicidal self-injury (NSSI) is a rapidly increasing mental health problem that requires more clinical attention. In this study, we aimed to explore the biobehavioral markers of NSSI in participants with mood disorders.Methods: A total of 45 participants with mood disorders (bipolar I, II, and major depressive disorder) were included in the study. Behavioral impulsivity was measured using the immediate memory task (IMT)/delayed memory task (DMT) and the go-no-go (GNG) tests. Plasma levels of tumor necrosis factor-α (TNF-α), interleukin 1 beta (IL-1 β), and interleukin 6 (IL-6) and resting-state quantitative electroencephalography (qEEG) were measured.Results: The NSSI group had shorter GNG reaction time (GNG-RT) and higher TNF-α levels compared to the non-NSSI group. TNF-α was positively correlated with frontal theta power. In addition, GNG-RT showed a significant positive association with frontal alpha activity.Conclusion: NSSI in mood disorders was associated with increased behavioral impulsivity and greater inflammation. Increased pro-inflammatory cytokines were associated with frontal theta power. Increased inflammation might change major neurotransmitter metabolism, which eventually affects frontal function and decreases response inhibition. Further studies to explore their causal relationship are warranted.