This chapter considers fundamental questions about why people engage in nonsuicidal self-injury (NSSI). To better understand why people engage in NSSI, research on pain processing and perception is reviewed. The role of self-criticism is explored to help explain why pain may be reinforcing in individuals with NSSI, and therefore selected as a mood regulation strategy over other strategies. Finally, the implications of the role of pain and self-criticism in NSSI are discussed, including their potential to provide new directions for NSSI research and treatment.