Non-suicidal self-injury (NSSI) among adolescents represents an alarming public health concern worldwide. Both family function and family socioeconomic status (SES) were found to play important roles in adolescent NSSI engagement. However, the effects of family function on NSSI among adolescents in different family SES are not well evidenced. This study aimed to explore how family functions (adaptation, partnership, growth, affection, and resolve) affect NSSI among adolescents in different family SES levels. Data used in this study was derived from the Students' Mental Health Network Project (SMHN), a survey conducted among 8,872 pairs of adolescent-caregivers in a city in central China. Socio-demographic characteristics, family function, NSSI, adverse life events, and depressive symptoms were measured among adolescents. Family SES were generated from caregivers self-reported information using principal component analysis. Chi-square test and multivariate binary logistic regression analyses were adopted to analyze the effects of family function on NSSI. It revealed that 10.2% of adolescents reported engaging in NSSI in the past 12 months. Poor family function and high family SES were positively associated with NSSI. Partnership, both adaptation and affection, resolve were NSSI-protective factors for adolescents in low, middle, high family SES, respectively. Efforts to address NSSI should acknowledge the association between family function and NSSI among adolescents in different family SES levels.