Non-suicidal self-injury (NSSI) is a serious public health concern and remains poorly understood. This study sought to identify both cognitive and affective vulnerabilities to NSSI and examine their interaction in the prediction of NSSI. A series of regressions indicated that low levels of positive affect (PA) moderated the relationships between self-criticism and brooding and NSSI. The associations of self-criticism and brooding with greater frequency of NSSI were attenuated by higher levels of PA. The interaction of cognitive and affective vulnerabilities is discussed within the context of current NSSI theory.