Previous research has shown a consistent positive association between non-suicidal self-injury and depressive symptoms. However, the direction of the effects has not been examined. To understand whether non-suicidal self-injury predicts depressive symptoms or vice versa, the authors examined the relations between non-suicidal self-injury and depressive symptoms across three waves of self-report data collected 1 year apart from 506 Swedish adolescents (47 percent girls; M age = 13.21; SD = .57) who were attending 7th grade at the onset of the study. The results suggest that depressive symptoms predict increases in non-suicidal self-injury 1 year later between the first and second waves of the study. Between the second and third waves of the study depressive symptoms and non-suicidal self-injury were significantly correlated indicating co-occurrence with no direction of effect rather than depressive symptoms predicting non-suicidal self-injury or vice versa. Group comparisons revealed no differences for boys and girls. The findings help clarify the relationships between non-suicidal self-injury and depressive symptoms during middle adolescence. Abstract published by arrangement with Springer.