Non-suicidal self-injury (NSSI) is particularly prevalent during adolescence and emerging adulthood. The salience of shame during these developmental periods suggests that shame may be inherently linked to NSSI, and at least partially explain the high rates of NSSI observed among youth. In this article, a theoretical developmental model relating shame and NSSI is proposed, and results from a preliminary test of a sub-set of cross-sectional relationships in this model is presented. In the model tested, it was hypothesized that adverse caregiving experiences in prior development (i.e., childhood to late adolescence) like parental invalidation and child maltreatment, established predictors of NSSI, would be linked to proximal episodes of NSSI (i.e., past year) through current shame-proneness (i.e., experiencing shame in a trait-like manner) and internalizing shame-coping (i.e., responding to shame through attacking one's self and withdrawing). It was also hypothesized that some key proximal predictors of NSSI during youth development, such as low body esteem, increased loneliness and heightened psychological distress, would be linked to proximal NSSI via shame-proneness and internalizing shame-coping. Using structural equation modelling, it was observed that data, obtained via self-reports completed by 573 emerging adults (age in years: M = 20.7, SD= 2.20, 69.1% female, NSSI history: n = 220, where most recent NSSI episode was within a year of study participation) recruited throughout Australia between June 2013 and June 2014, fit the hypothesized model well. Tests of indirect effects indicated that current shame-proneness and internalizing shame-coping significantly linked perceived parental invalidation and prior experiences of child maltreatment to proximal NSSI, though this relationship was, unexpectedly, an inverse one in relation to child maltreatment. Current shame-proneness was also linked to proximal NSSI via internalizing shame-coping, current loneliness, and current psychological distress, but not through current body esteem. Finally, proximal self-evaluations of body esteem, loneliness and increased psychological distress were linked to recent NSSI through internalizing shame-coping. The theory and findings presented in this article contribute to a deeper developmental understanding of NSSI among youth, highlight crucial pathways between adverse caregiving experiences and NSSI, and illuminate important shame-based mechanisms that potentially warrant clinical attention for at-risk individuals. Future research directions and clinical recommendations are discussed.