The etiology of ‘dual harm’ (the co-occurrence of self-harm and externalized violence in the same individual) is under-researched. Risk factors have mostly been investigated for each behavior separately. We aimed to examine adversities experienced between birth and age 15 years among adolescents and young adults with histories of self-harm and violent criminality, with a specific focus on dual harm. Three nested case-control studies were delineated using national interlinked Danish registers; 58,409 cases in total aged 15-35 were identified: 28,956 with a history of violent criminality (but not self-harm), 25,826 with a history of self-harm (but not violent criminality), and 3987 with dual harm history. Each case was matched by date of birth and gender to 20 controls who had not engaged in either behavior. We estimated exposure prevalence for cases vs. controls for each of the three behavior groups, and incidence rate ratios (IRRs). Experiencing 5 or more childhood adversities was more prevalent among individuals with dual harm history (19.3%; 95% CI 18.0, 20.8%) versus self-harm (10.9%; 10.5, 11.3%) and violence (11.4%; 11.0%, 11.8%) histories. The highest IRRs for dual harm were linked with parental unemployment (5.15; 95% CI 4.71, 5.64), parental hospitalization following self-harm (4.91; 4.40, 5.48) or assault (5.90; 5.07, 6.86), and parental violent criminality (6.11; 5.57, 6.70). Growing up in environments that are characterized by poverty, violence and substance misuse, and experiencing multiple adversities in childhood, appear to be especially strongly linked with elevated dual harm risk. These novel findings indicate potential etiologic pathways to dual harm.