Mental disorders are a major problem among young people. To identify early risk factors of self-injurious thoughts and behaviours (SITB) among young adults with mental health problems, this case-control study drew data from the Clinical Practice Research Datalink (CPRD), a primary care database covering 8% of the UK population. We explored the role of early factors (presenting at 8-14 years old) for suicidal ideation, suicide attempts, and non-suicidal self-injury (NSSI) in young adulthood (age 18-25 years) by performing logistic regressions. Our sample consisted of 219,581 participants, of which 6.51% had at least one SITB in young adulthood. Early risk factors for SITB included early NSSI, suicidal ideation, sexual abuse, behavioural problems, and mood and psychotic symptoms. Frequency of GP visits had a protective effect. Lack of access to mortality data, ethnicity, and socioeconomic status was a limitation of the current study. In conclusion, early symptoms in late childhood/early adolescence can be the start of long-standing problems going into adult life. The training of primary care providers in suicide risk assessment and proper co-ordination with child and adolescent mental health services are crucial for suicide prevention.