Bullying experiences play an important role in non-suicidal self-injury (NSSI). However, little is known about how and in what conditions different bullying experiences (i.e., experiences of being pure bullies, pure victims, and bully-victims) may influence NSSI. Guided by the transactional model of development and the integrated model of NSSI, the current study investigated two potential mediators (i.e., peer acceptance and depressive symptoms) and one potential moderator (i.e., psychological resilience) of the relations between different bullying experiences and NSSI. Participants were 812 Chinese adolescents (43% female; Mage at Wave 1 = 13.15 years) from a two-wave longitudinal study with data spanning 1 year. The results show that all three types of bullying experiences can relate to a higher likelihood of NSSI through two indirect pathways: (a) lower peer acceptance to more depressive symptoms, or (b) more depressive symptoms. These indirect effects were weaker for adolescents with higher (versus lower) levels of psychological resilience. Moreover, when bully-victims were distinguished from pure bullies and pure victims and the unique effects for all three groups were tested, the direct and indirect effects were most evident among bully-victims. These findings imply that it is necessary to distinguish bully-victims from pure bullies and pure victims. The results indicate that NSSI may be effectively reduced if interventions focus on promoting peer acceptance and reducing adolescent depressive symptoms, particularly for bully-victims with lower levels of psychological resilience.