Background: The COVID-19 pandemic has dramatically altered the way of life in the United States, which may be linked to self-injurious behaviors. Methods: We conducted a secondary analysis of data from the Fall 2020 Cohort of the Healthy Minds Survey, a non-probability sample of students enrolled at one of 28 universities across the United States. Participants completed an online survey during the COVID-19 pandemic (September-December, 2020). Results: Nearly a quarter of the sample (n = 6999) reported engaging in non-suicidal self-injury (NSSI), 12.41% (n = 3819) reported suicidal ideation, 4.98% (n = 1531) reported making a suicide plan, and 1.09% (n = 334) reported a suicide attempt over the past 12 months. When accounting for all COVID-19 factors in the same model, COVID-19 related concern, COVID-19 related discrimination, financial distress, and infection were significantly associated with NSSI, suicidal ideation, and suicide plan; caregiving was significantly associated with lower odds of engaging in non-suicidal self-injury. None of the factors were associated with suicide attempt. Conclusions: This study showed that various COVID-19 factors were related to SIB. Interventions may consider multiple dimensions of COVID-19 and their specific impacts.