<p>During adolescence, young people have to cope with various developmental tasks; this can be emotionally challenging. Failure to master these developmental tasks can be associated with (psychosocial) impairments such as social anxiety disorder (SAD) and depressive disorder (DD). Maladaptive emotion regulation strategies are frequently seen in mental illnesses. In adolescence, DD often occurs comorbidly following untreated SAD. It is therefore not surprising that adolescents with SAD and DD often display maladaptive emotion regulation strategies in the form of nonsuicidal self-injury behavior (NSSB) and suicidal behavior (SB). This article illustrates these relationships by analyzing two child and adolescent psychiatric cohorts. A transdiagnostic explanatory model with difficulties in emotion regulation as a common element highlights the need for improved diagnostics and more specific therapy for affected adolescents in the form of teaching adaptive emotion regulation strategies, such as those used in dialectical behavior therapy for adolescents (DBT-A).</p>