The present study examined the relation between cognitive response styles (i.e., brooding, reflection, distraction) and cognitive inflexibility in differentially predicting history of non-suicidal self-injury (NSSI) only, suicide attempt (SA) only, or both (NSSI + SA). College students (N = 352) completed self-report measures of rumination, distraction, and self-harm history, a diagnostic interview, and a computerized task measuring cognitive flexibility. Brooding uniquely predicted SA-only history, while reflection uniquely predicted history of NSSI-only and NSSI + SA. Distraction was associated with lower odds of NSSI-only and NSSI + SA. Cognitive inflexibility was not significantly associated with self-harm history. Cognitive vulnerabilities may help identify individuals who are at risk for self-harm and may differentiate between NSSI and SA.