Abstract Background The study examined the role of campus stressors and psychological pain on non‐suicidal self‐injury (NSSI) and suicide attempt (SA). Methods Specific patterns of co‐occurring psychological pain, campus stressors, and self‐harm behaviors were identified by latent profile analysis, and their odds ratios (ORs) on NSSI and SA were analyzed in cross‐sectional study and 2‐year follow‐up study. Structural Equation Model was used to explore indirect effect of campus stressors on SA and NSSI via different components of psychological pain. Results Three classes were identified as low‐risk class (68.58%) with low endorsements on the three measures, moderate‐risk class (26.52%) with the elevated academic stressors, high levels of painful feelings, and high probabilities on NSSI; and high‐risk class (4.90%) with the elevated combined stressors, high levels of pain avoidance, and high probabilities on SA. Compared to the moderate‐risk class, adolescents in the high‐risk class had a 4.97 OR of reporting NSSI, 17.98 OR of reporting SA. Pain avoidance class at baseline reported a higher probability in SA class (OR = 224.00) in a 2‐year study. Conclusions Painful feelings might be shared psychosocial correlates for NSSI and SA. However, pain avoidance may play a role in distinguishing SA from NSSI, which shed light on the intervention of adolescents who engage in self‐harm behaviors.