Objective To explore the association between non-suicidal self-injury （NSSI） behavior and lipid metabolism in children and adolescents with depressive disorder. Methods A retrospective study was conducted on 681 children and adolescents with depressive disorder who were hospitalized at the Fuyang Third People's Hospital from April 2020 to December 2021. The patients were divided into a group with NSSI （n=254） and a group without NSSI （n=427）. The general information and lipid metabolism of two groups of patients were compared， and binomial Logistic regression was used to analyze the related factors of NSSI behavior in children and adolescents with depressive disorder. Results The differences in gender， age of onset， total course of disease， educational level， body mass index （BMI）， and high-density lipoprotein cholesterol （HDL-C） between the two groups of patients were statistically significant （all P＜ 0.05）. Binomial Logistic regression analysis showed that women， high BMI， and high HDL-C were risk factors for NSSI behavior in children and adolescents with depressive disorder （OR＞1， P＜0.05）， while older onset age was a protective factor for NSSI behavior （OR＜1， P ＜ 0.01）， and the differences were statistically significant. Conclusions NSSI behavior in children and adolescents with depressive disorder is associated with gender， age of onset， HDL-C， and BMI.