Non-suicidal self-injury (NSSI) is a significant public health issue that particularly affects female adolescents usually emerging during puberty, with a subsequent reduction and even remission in the phenomenon later in life. The dysregulation of the hormonal stress response, particularly cortisol and dehydroepiandrosterone sulfate (DHEA-S), whose levels increase markedly during pubertal adrenarche, has been associated with the development and maintenance of a wide range of emotional disorders. Our study aims to investigate whether different cortisol-DHEA-S response patterns could be associated with the main motivational moderators to engage NSSI as well as with urgency and motivation to stop NSSI in a sample of female adolescents. We found significant correlations between stress hormones and several factors that support and sustain NSSI, specifically: cortisol levels and distressing/upsetting urge (r = 0.39 and a = 8.94 × 10 ) and sensation seeking (r = -0.32 and a = 0.04), as well as cortisol/DHEA-s ratio and external emotion regulation (r = 0.40 and a = 0.01) and desire to stop NSSI (r = 0.40 and a = 0.01). Cortisol and DHEA-S may play a role in NSSI through the regulation of stress responses and affective states. Such results could have implications for the development of new and improved treatment and prevention plans for NSSI.