Suicide attempts (SA) and non-suicidal self-injury (NSSI) are prevalent in adolescents and important risk factors of suicide death. Both SA and NSSI are associated with multiple psychosocial, behavioral, biological and genetic factors. This study examined similarities and differences in psychological vulnerability and internalizing and externalizing problems between adolescents with SA and NSSI. Participants consisted of 11,831 students and had a mean age of 14.97 (SD = 1.46) years. Students completed a structured questionnaire to report their demographic information, psychological characteristics, internalizing and externalizing problems, SA and NSSI. Based on the history of NSSI and SA in the last year, the sample was divided into four groups: non-self-harm (NSH), NSSI only, SA only, and NSSI+SA. Multivariate analyses of covariance and post-hoc pairwise comparisons were performed for multiple comparisons. Compared with NSH group, adolescents with either NSSI or SA scored significantly higher on trait anger, impulsiveness, hopelessness, internalizing and externalizing problems. NSSI+SA group and SA only group scored significantly higher than NSSI only group but both did not score significantly different on most psychological and behavioral variables. Limitations include reliance on self-reported measures and cross-sectional survey. Psychological and behavioral profiles between adolescents with SA and NSSI are similar but are more severe in suicide attempters. The findings highlight the necessity of assessing psychological and behavioral problems for prevention and early intervention of adolescent self-harm.