Virtually no longitudinal research has examined psychological characteristics or events that may lead to adolescent nonsuicidal self-injury (NSSI). This study tested a cognitive vulnerability-stress model as a predictor of NSSI trajectories. Clinically-referred adolescents (n = 143; 72% girls) completed measures of NSSI, depression, attributional style, and interpersonal stressors during baseline hospitalization. Levels of NSSI were reassessed 3, 6, 9, 15, and 18 months later. Latent growth curve analyses suggested that a cognitive vulnerability-stress interaction significantly predicted increases in NSSI between 9 and 18 months post-baseline. This association remained significant while considering the longitudinal association between depressive symptoms and NSSI; results were not significantly mediated by depressive symptoms at 9 months. (Contains 1 footnote, 3 tables, and 2 figures.)