Suicide and self-harm are very common among adolescents, especially females in western and Asian countries. The Psychosocial predictors, along with hopelessness and non-suicidal harm, have not been studied properly before. Therefore, there is a need to address these issues. The objective of the study was to ascertain the psychosocial and clinical features predicting suicide attempts and non-suicidal self-injury (NSSI) in adolescents with major depression in Pakistan. The Methodology comprised of Adolescent patients (n = 121) with major depressive disorder who were hospitalized in the LRH (Lady Reading Hospital), Peshawar. The patient’s clinical symptoms, family role (family responsibilities), quality of life, physical health and relationship with friends and family members were evaluated. Participants’ suicidal thoughts and behaviors and NSSI (self-inflicted, deliberate self-harm with no intent of suicide) were analyzed and assessed during hospitalization and followed up for 28 weeks. Poor family functions, as well as family problems and social problems, were the causative agents for adolescent’s high suicidality and non-suicidal self-harm. A history of Non-suicidal self-harm treatment is a clinical marker for suicidality. The previous suicidal attempts should be evaluated in depressed juvenile patients as indicators of future suicidal intent and behavior. Both suicidal and NSSI during the therapy and after treatment persisted in depressed adolescents who participated in the study. Major causes of suicide among our study participants were lost friend(s), drug abuse, living alone or not living with the family, disturbed parental marriage, sexual abuse, and other domestic problems.