Background <p>Numerous factors have been explored that impact the development of Chinese adolescents’ non-suicidal self-injury (NSSI), yet the impact of cumulative family risk on NSSI and its underlying mechanism remains unclear.</p> Methods <p>A total of 891 adolescents participated in a follow-up study over a 12-month period. During this follow-up, they completed the Cumulative Family Risk Questionnaire, Effortful Control Scale, Zhong-Yong Thinking Style Scale, and Non-Suicidal Self-Injury Scale.</p> Results <p>The results indicated that (1) cumulative family risk was significantly and positively associated with NSSI in adolescents (<i>β</i> = 0.456, <i>p</i> &lt; 0.001); (2) effortful control partially mediated the longitudinal relationship between cumulative family risk and NSSI (indirect effect = 0.180, bootstrap 95% CI [0.140, 0.226]), with the mediating effect accounting for 28.346% of the total effect; and (3) both the direct effect of cumulative family risk on NSSI (<i>β</i> = −0.161, <i>p</i> &lt; 0.001) and the first part of the longitudinal mediating effect of effortful control (<i>β</i> = 0.105, <i>p</i> &lt; 0.001) were moderated by the Zhong-Yong thinking style. Specifically, the Zhong-Yong thinking style moderated both the direct and indirect effects, with the effects weakest among Chinese adolescents with low levels of the Zhong-Yong thinking style.</p> Conclusion <p>The partially longitudinal mediating role of effortful control and the longitudinal moderating role of the Zhong-Yong thinking style in the relationship between cumulative family risk and NSSI were confirmed in Chinese adolescents. These findings offer empirical support for the development of targeted preventive strategies to address NSSI among Chinese adolescents in the future.</p>