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Introduction. Non-suicidal self-injuries (NSSI) are a worldwide health problem that affects principally young people, and can impact negatively the mental and physical health of those that self-injure. Objective. To examine the frequency of NSSI in 564 undergraduate students (132 male, 432 female) from Mexico City and the association of NSSI with depressive symptoms, anxiety, impulsivity, self-efficacy, and emotion regulation. Method. A convenience sample of 564 undergraduate students (aged 17-26 years) from eight universities in the Mexico City metropolitan area completed a survey in their classrooms. Results. Of the total sample, 30.9% had experimented at some point in their lifetime with NSSI on one to four occasions, while 26.9% had recurrent NSSI (i.e., five or more occasions). Nearly eleven percent self-injured in the prior 12 months. The NSSI most often reported among those who self-injured was cutting oneself (48.0%). Recurrent self-injurers reported higher levels of depression and impulsivity, and less self-efficacy than those who had experimented with such behaviors or without any lifetime NSSI. While 54.4% perceived the need for professional help, only 18.1% sought professional services. Discussion and conclusion. NSSI is a hidden problem in the college population in Mexico City which needs to be addressed by university administrators and mental health professionals. Depressive symptomatology, impulsivity, and self-efficacy are factors that should be considered when developing preventive intervention strategies.