The predictive effects of peer victimization and harsh parenting on deliberate self-harm were examined. As derived from the experiential avoidance model, the study also tested whether these links were moderated by individual self-regulation approaches. Data were collected at two points in time from 880 junior high school students (mean age = 13.72) in Sweden. Analyses using structural equation modeling revealed that Peer Victimization was predictive of self-harm. Although Harsh Parenting was not predictive of self-harm, this link was moderated by adolescents' gender. No moderating effect of self-regulation was revealed. The study concludes that the high prevalence of deliberate self-harm recently found in community samples of adolescents cannot be prevented without attending to environmental psychosocial factors.