Objective To explore the efficacy of electroencephalographic （EEG） biofeedback combined with repetitive transcranial magnetic stimulation （rTMS） in depressive disorder adolescents with non-suicidal self-injury （NSSI） behavior. Methods From March 2021 to February 2023， 100 depressive disorder adolescents with NSSI behavior in the Shijiazhuang Eighth Hospital were selected as participants. According to the random number table method， patients were divided into control group and combination group， with 50 cases in each group. Control group was treated with rTMS， and combination group was combined with EEG biofeedback on the basis of rTMS. The clinical efficacy of two groups of patients was analyzed. Sleep quality was evaluated using the Pittsburgh Sleep Quality Index （PSQI）， and sleep parameters ［sleep latency （SL）， sleep efficiency （SE）， actual total sleep time （TST）］ and serum factors ［melatonin （MT）， brain-derived neurotrophic factor （BDNF）， glial-derived neurotrophic factor （GDNF）］ were measured before and after treatment. The Hamilton Depression Scale （HAMD-24）， Hamilton Anxiety Scale （HAMA）， and Ottawa Self-Injury Scale （OSI） were used to assess the patients' mental cognition. The Short Form 36 （SF-36） was used to assess the patients' quality of life， and the Treatment Emergent Symptom Scale （TESS） was used to evaluate adverse reactions. Results The total clinical effective rate of combination group 90.00% was higher than that of control group 74.00%， and the difference was statistically significant （P ＜ 0.05）. Before treatment， there was no statistically significant difference in PSQI score， SL， SE， and TST between the two groups of patients （P＞ 0.05）. After treatment， the PSQI score and SL of combination group were lower than those of control group， while SE and TST were higher than those of control group， and the differences between the two groups before and after treatment were also statistically significant （P ＜ 0.05）. Before treatment， there was no statistically significant difference in the levels of MT， BDNF， and GDNF between the two groups of patients （P＞ 0.05）. After treatment， the levels of MT， BDNF， and GDNF increased in both groups， and combination group had higher levels of MT， BDNF， and GDNF than control group， and the differences between the two groups before and after treatment were also statistically significant （P＜ 0.05）. Before treatment， there was no statistically significant difference in HAMD、HAMA and OSI score between the two groups of patients （P＞ 0.05）. After treatment， the HAMD-24、HAMA and OSI score of combination group were lower than those of control group， and the differences between the two groups before and after treatment were also statistically significant （P ＜ 0.05）. Before treatment， there was no statistically significant difference in the scores of each dimension of SF-36 between the two groups （P ＞ 0.05）. After treatment， the SF-36 scores of combination group were higher than those of control group in all dimensions， and the differences between the two groups before and after treatment were also statistically significant （P＜ 0.05）. After treatment， the TESS scores of control group and combination group were （1.65±0.40） and （1.71±0.45）， respectively， with no statistically significant difference （t=0.705，P＞ 0.05）. Conclusions The combination of rTMS and EEG biofeedback has a good therapeutic effectiveness in depressive disorder adolescents with NSSI behavior， which can significantly improve patient symptoms， enhance brain neural signaling， improve sleep quality and quality of life， and is safe and reliable.