Based on notions posited by problem behavior theory, the primary goal of the current study was to examine the possibility that adolescents who engage in NSSI are not a homogeneous group but are rather divided into 2 subgroups: (a) adolescents who exclusively engage in NSSI, and (b) adolescents who are involved in NSSI alongside other problem behaviors (e.g., drug abuse, unprotected sexual intercourse). Participants were a school sample of 436 adolescents from 6 high schools across Israel, who completed self-report questionnaires during school hours on engagement in NSSI and other problem behaviors, self-esteem, self-criticism, ego clarity, coping strategies, self-efficacy to regulate affect, and sociodemographic information. Findings indicated that 22% of the sample reported engaging in NSSI. Adolescents who reported engaging in NSSI had higher prevalence rates of involvement in other problem behaviors compared to those who did not report engaging in NSSI. However, a comparison between those who exclusively engaged in NSSI and those who were involved in NSSI alongside other problem behaviors indicated that lower ego clarity, lower self-esteem, and poorer self-efficacy to regulate affect, alongside higher self-criticism and greater use of disengagement coping mechanisms characterized exclusive engagement in NSSI. Distinct theoretical models are needed to characterize different forms of NSSI: NSSI, which is an exclusive and singular phenomenon, for which problems related to the self are prominent, versus NSSI, which is accompanied by other problem behaviors. Accordingly, the implications related to school psychologists’ work in the assessment, treatment, and prevention of NSSI are suggested.