Non-suicidal self-injury （NSSI） is common among adolescent depression patients and is also considered the strongest predictor of suicidal behavior. Recent research suggests that hypothalamic-pituitary-adrenal （HPA） axis dysregulation may play an essential role in NSSI. This article reviews the research progress of the relationship between HPA axis and NSSI in adolescents with depression and describes potential mechanisms of inflammation， brain functions and neural circuits， hoping to provide a new diagnosis and treatment idea for NSSI of adolescent depression.