BACKGROUND: Adolescent non-suicidal self-injury (NSSI) has emerged as a progressively widespread and significant public health concern on a global scale. Research has increasingly documented a positive linkage between deviant peer affiliation and adolescent NSSI; however, there is little known about the underlying moderating or mediating mechanism of NSSI. According to the gene × environment interaction perspective, the current study investigated the intermediary function of depression in linking deviant peer affiliation to NSSI among adolescents, while also considering the moderating effect of the OXTR gene rs53576 polymorphism on this intermediary process. METHODS: A total of 469 adolescents (Mean = 12.81 years; SD = 0.47 years) anonymously finished the study questionnaires. This study used structural equation modeling analysis to verify a moderated mediation model. Gender, age, and family financial difficulties were used as covariates. RESULTS: Mediation analyses suggested that the positive connection between deviant peer affiliation and adolescent NSSI was mediated by depression. Moreover, the moderated mediation analyses revealed that deviant peer affiliation increased depression levels, which in turn contributed to increased NSSI among adolescents with the AA genotype. Nevertheless, the correlation failed to reach statistical significance among adolescents possessing the GA and GG genotypes. CONCLUSIONS: These findings emphasize depression's potential as a bridge linking deviant peer affiliation to adolescent NSSI. The AA genotype of the OXTR gene rs53576 emerges as a critical risk factor in the enhancement of this indirect effect. This study provides valuable perspectives for designing intervention strategies aimed at reducing adolescent NSSI.