BackgroundNon-suicidal self-injury (NSSI) has exhibited an increasing trend in recent years and is now globally recognized as a major public health problem among adolescents and young adults. Negative life events (NLEs) are positively associated with NSSI. We sought to explore (1) whether sex plays a role in the risk of NLEs leading to NSSI and (2) the role played by mental health (MH).MethodsWe adopted a multi-stage cluster sampling method to select college students across four grades from May to June 2022. Generalized linear models were used to evaluate the relationships between NLEs, sex, MH and NSSI, presented as incidence-rate ratios (RRs) with 95% confidence intervals (CIs). We examined the complex relationship between these variables using the PROCESS method for moderation analysis.ResultsFollowing the exclusion of data that did not meet the study requirements, data from 3,578 students (mean age: 20.53 [± 1.65] years) were included. Poisson regression results indicate that high-level NLEs (RR = 0.110, 95%CI: 0.047–0.173) are associated with increased NSSI. Furthermore, interaction effects were observed among sex, NLEs and NSSI. MH and sex moderated the relationship between NLEs and NSSI.ConclusionIdentifying risk factors for NSSI is also important when exploring the interaction between NLEs and MH given the potential for NSSI to significantly increase the risk of later psychopathological symptoms and substance abuse problems. In addition, the significance of sex differences in risk factors for NSSI should be determined. This study evaluated how the impact of NLEs on NSSI can be reduced among adolescents from multiple perspectives.