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I recently completed a study with a professor that attempted to answer the "why" question. It is currently under review for publication with a psychology journal, and has been presented at the Virginia Psychological Assocaition and will be presented at the annual American Psychological Assocation conference in August. In the course of that study, six distinct reasons for self injury emerged.

1. Self injure to relieve emotion, use physical pain to express internal pain.
Most people who self injure are ill-equipped to handle the powerful emotions that may overcome them. In many abusive families, parents are unlikely to model or encourage appropriate verbal expressions of emotion.
Furthermore, children in these families may learn that emotional expression leads to negative outcomes and children’s feelings may be invalidated. Thus later, self-injury may be used as an outlet for emotional expression.

Some quotes from people who self injure that illustrate this point:
“It was a coping mechanism. Everything would build up inside me until I needed some way to release it. Cutting was that release.” 
“I was always hurting inside.  I didn't know how to express myself.  All other avenues I had tried, failed.  My internal turmoil would release, temporarily, when I would self-injure.  I could feel calmness for once.”

2. Control.
Many people who self injure grow up in a chaotic home or live in a chaotic lifestyle and many feel that their control over life is slipping away from them. Or that there are too many factors they are unable to control. Thus, they turn to self injury in order to attempt to exert some control over their situation or life: THEY control the pain, THEY control the blood loss, THEY control the scarring- all of it. It is their attempt to restore a sense of control over their life again.

Some quotes from people who self injure that illustrate this point:
“I self injure for a feeling of control. If I lose control of a situation, I cut to make myself feel that I still have the power to handle the situation.”
“To take control of the pain in my life; to give it parameters.” 

3. Self Punishment.
Some people that engage in self injure see themselves as all "bad" and that even if others do not punish them (or want to), they feel as if they deserve it and must do the punishment themselves. This "badness" is mostly imagined and a learned way of thinking from their environment growing up. They must always be "good" and any crack in the goodness armor must be punished. Or, as children, they were punished often, thus when they reach the age that the dominant adult in their life can no longer give out the punishment, they feel as they must continue it- continue to punish themselves for imagined or perceived "bad" deeds.

Some quotes from people who self injure that illustrate this point:
“It's like a way of punishment for all the mistakes that I have made for not being perfect.”
“I hate who I am. I hate who I was. I hate what I am becoming. If I can work to kill that, even if only to hurt it, I will accomplish my goal. I feel deserving of punishment for my wrongdoings and if that punishment doesn't come from anywhere else, it will come from me.”

4. To feel alive and real or to relieve dissociation.
Many people who self injure tend to feel "emotionally" numb much of the time, or out of touch with both themselves and their environment.
Children who are traumatized may use dissociative coping mechanisms to numb out the pain or block out the events that were traumatizing. Later in life another maladaptive coping mechanism, such as self-injury, may be used to cope with intense emotions. Seeing the blood or feeling the pain often make the person more aware that they are indeed alive and not dead inside, as it may feel.

Some quotes from people who self injure that illustrate this point:
“I’m numb and cutting shows me I’m still alive, that I can feel and bleed like everyone else.”
They self injure, “because most of the time I feel like I'm in a numb fog. I started cutting because I had become so numb to anything, and I wanted to see if I was really alive.”

5. Distraction or avoidance.
Self injuring can be a way of distracting oneself from the turmoil raging inside. Self injuring can help the person concentrate on something other than their inner turmoil or current situations. Further, some people can use self injury to keep themselves from dealing with the pain behind the act. The longer they self injure, the less likely they may be able to deal with the issues driving them to seek out self injury (i.e. past abuse).

Some quotes from people who self injure that illustrate this point:
“To get my mind off things.”
“So many thoughts run through my head at once I feel I have to do something to distract my mind.”

6. Relieve suicidal or homicidal tendencies.
Often times, people seek out self injury as a means to prevent trying suicide. The pain inside can be so great, they could be considering suicide, but instead find that engaging in self injury could release some of the tension and thus prevent them from pursuing suicide further. Though a word of caution, often times self injury is only a stop on the way to becoming more suicidal. In essence, it just buys more time in some cases.

Some quotes from people who self injure that illustrate this point:
“It stops me from doing anything worse, i.e. suicide.
“I am obsessed with suicide, but this is keeping me from doing it.”

And so there you have it. Perhaps, the tip of the iceberg while searching to find the ever elusive answer to why someone would choose to harm themselves as a coping mechanism. I hope this can either give you a greater understanding as to why you or a loved one engages in self injury.