Elaborating on previous studies on emotion regulation and deliberate self-harm (DSH), in the present study we distinguish between strategies of cognitive content (e.g., suicidal cognitions of perceived burdensomeness, helplessness, poor distress tolerance) and cognitive process (e.g., nonacceptance of emotional responses, lack of awareness of emotional responses). Young women who harmed themselves (n = 85) were compared with young women without a history of DSH (n = 93) across a broad range of strategies. Significant group differences were found for all measures, even when depression severity was controlled for. In addition, logistic regression analyses showed that both cognitive content strategies and cognitive process strategies made significant independent contributions to the prediction of group membership. Controlling for depression severity, suicidal cognitions, and nonacceptance of emotional responses independently predicted DSH. The strong association between suicidal cognitions and DSH seems to indicate the important role of these cognitions in recurrent and chronic DSH. The strong association between nonacceptance of emotional responses and DSH underscores the notion that DSH can be a way to avoid emotional problems. These findings are discussed in relation to recent cognitive-behavioral interventions and specific therapeutic techniques to further insight into how these interventions might work.