To evaluate the risk of non-lethal self-harm and mortality related to adolescent pregnancy. Nationwide population-based retrospective cohort. Data were extracted from the French national health data system. We included all adolescents aged 12-18 years with an International Statistical Classification of Diseases and Related Health Problems, 10th Revision (ICD-10) code for pregnancy in 2013-2014. Pregnant adolescents were compared with age-matched non-pregnant adolescents and with first-time pregnant women aged 19-25 years. Any hospitalisation for non-lethal self-harm and mortality during a 3-year follow-up period. Adjustment variables were age, a history of hospitalisation for physical diseases, psychiatric disorders, self-harm and reimbursed psychotropic drugs. Cox proportional hazards regression models were used. In 2013-2014, 35 449 adolescent pregnancies were recorded in France. After adjustment, pregnant adolescents had an increased risk of subsequent hospitalisation for non-lethal self-harm in comparison with both non-pregnant adolescents (n=70 898) (1.3% vs 0.2%, HR3.06, 95%CI 2.57-3.66) and pregnant young women (n=233 406) (0.5%, HR2.41, 95%CI 2.14-2.71). Rates of hospitalisation for non-lethal self-harm were lower during pregnancy and higher between 12 and 8months pre-delivery, 3-7months postpartum and in the month following abortion. Mortality was significantly higher in pregnant adolescents (0.7‰) versus pregnant young women (0.4‰, HR1.74, 95%CI 1.12-2.72), but not versus non-pregnant adolescents (0.4‰, HR1.61, 95%CI 0.92-2.83). Adolescent pregnancy is associated with an increased risk of hospitalisation for non-lethal self-harm and premature death. Careful psychological evaluation and support should be systematically implemented for adolescents who are pregnant.