Nonsuicidal self-injury (NSSI) is a common behavior among females that has been shown to confer risk for continued self-injury and suicidal attempts. NSSI can be viewed conceptually as behavior that is pathognomonic with aggression and/or depression. Empirical research on concurrent correlates supports this concept: numerous and diverse factors are shown to be significantly associated with self-harm, including depression, emotion dysregulation, impulsivity, and aggression and other conduct problems, as well as environmental stressors such as bullying, harsh parenting, and negative life events. In the present study, we test hypotheses regarding developmental precursors (measured from ages 8 to 12 years) to NSSI in young adolescent girls (ages 13–14 years), specifically whether aggression, depression, and environmental stressors distinguish girls with and without self-harm, and whether there is evidence for multiple developmental pathways to NSSI. Data were derived from the longitudinal Pittsburgh Girls Study. In this community sample of girls, the prevalence of NSSI at ages 13 or 14 years of age was 6.0%. Initial levels in dimensions measured within the depression, aggression, and environmental stressor domains accounted for variance in NSSI in early adolescence. Changes over time in relational aggression and assertiveness were also significantly associated with risk for NSSI. To a large extent, adolescent NSSI was predicted by psychological deficits and stress exposure that began early in childhood. Risk indices were calculated using the 85th or 15th percentile. Close to 80% of girls who engaged in NSSI during adolescence were identified by at least one risk domain in childhood. A sizable proportion of adolescent girls who later engaged in NSSI had childhood risk scores in all three domains; the remaining girls with adolescent NSSI were relatively evenly distributed across the other risk domain profiles. The observation that multiple pathways to NSSI exist suggests that deficits underlying the behavior may vary and require different modes of prevention.