Nonsuicidal self-injury (NSSI) usually starts during adolescence and is associated with an array of psychological and psychiatric symptoms and future suicide attempts. The aim of this study is to determine prospective predictors, mediators and moderators of NSSI in adolescent community samples in order to target prevention and treatment strategies. Two team members searched online databases independently. Thirty-nine studies were included in the review. Several variables were seen to prospectively predict NSSI: female gender, family-related variables, peer victimisation, depression, previous NSSI and self-concept. Few studies analysed mediators and moderators. Low self-concept was highlighted as a relevant moderator in the relationship between intra/interpersonal variables and NSSI. Implications of these findings are discussed. The considerable heterogeneity between studies posed a limitation to determine robust predictors of NSSI. Further prospective studies using standardised measures of predictors and outcomes are needed to ascertain the most at risk individuals and develop prevention strategies.