Nonsuicidal self-injury is receiving increasing attention in empirical and clinical realms. Indeed, the fifth edition of the Diagnostic and Statistical Manual of Mental Disorders designated nonsuicidal self-injury as a condition that requires further study, which signals possible future official adoption. Despite growing interest in this perplexing phenomenon, much remains unknown about why nonsuicidal self-injury occurs, including fundamental features of its etiology and underlying mechanisms. In addition, no evidence-based interventions that directly target this maladaptive behavior currently exist. The recently developed, empirically supported four-function model posits that nonsuicidal self-injury is maintained by four distinct reinforcement processes. In this review, we used the four-function model to guide the understanding of important unanswered questions and suggest much-needed studies for future research in the field of self-injury.