Nonsuicidal self-injury (NSSI) is a prevalent but perplexing behavior problem in which people deliberately harm themselves without lethal intent. Research reveals that NSSI typically has its onset during early adolescence; most often involves cutting or carving the skin; and appears equally prevalent across sexes, ethnicities, and socioeconomic statuses. Less is known about why people engage in NSSI. This article presents a theoretical model of the development and maintenance of NSSI. Rather than a symptom of mental disorder, NSSI is conceptualized as a harmful behavior that can serve several intrapersonal (e.g., affect regulation) and interpersonal (e.g., help-seeking) functions. Risk of NSSI is increased by general factors that contribute to problems with affect regulation or interpersonal communication (e.g., childhood abuse) and by specific factors that influence the decision to use NSSI rather than some other behavior to serve these functions (e.g., social modeling). This model synthesizes research from several different areas of the literature and points toward several lines of research needed to further advance the understanding of why people hurt themselves.