This study aimed to investigate whether the Triglyceride-Glucose (TyG) index and its derived measures—TyG-BMI, TyG-WC, and TyG-WHtR—are linked to non-suicidal self-injury (NSSI) in adolescents diagnosed with Major Depressive Disorder (MDD), and to assess whether sleep quality serves as an intermediary factor in these associations. A total of 157 adolescents aged 12–18 years, all diagnosed with MDD, were enrolled from the Department of Mental Health at the Second Hospital of Lanzhou University between July 2022 and December 2024. Participants were separated into two groups based on DSM-5 criteria: those with NSSI (n = 78) and those without (n = 79). Blood samples collected after fasting were used to calculate the TyG index and its combined indices. Data were analyzed using multivariable logistic regression, restricted cubic spline analysis, mediation modeling, and ROC curve evaluation to examine predictive performance. Adolescents engaging in NSSI exhibited higher median TyG index values (8.23 [7.95–8.45]) compared with their non-NSSI peers (7.73 [7.33–8.21], P < 0.001). After adjusting for potential confounders, all TyG-related indices showed significant associations with NSSI, with the strongest effects observed among female participants (e.g., TyG: OR = 3.50, 95 percent CI: 1.82–6.74, P < 0.001). Sleep quality partially explained the connection between TyG and NSSI, accounting for 17.1% of the effect (P = 0.026). Among the combined indices, TyG-WC demonstrated moderate predictive ability for NSSI (AUC = 0.745, 95% CI: 0.666–0.824).These findings indicate that TyG and its derived indices are positively associated with NSSI behaviors in adolescents with MDD, and that sleep quality partially mediates these associations. These measures may serve as practical, cost-effective tools for early identification of adolescents at elevated risk for self-injurious behavior.
