The present study examined relationships between dispositional mindfulness, coping self-efficacy, and non-suicidal self-injury (NSSI) in 97 first-year university students (78.35 % female; M age = 18.13 years; SD = 0.81). Participants were grouped according to whether they indicated engagement in NSSI within the last 12 months, or never having engaged in NSSI, resulting in a recent NSSI group (n = 35), and a comparison group (n = 62). Participants completed the Mindful Attention Awareness Scale (MAAS), the Coping Self-Efficacy Scale’s (CSES) problem-focused and emotion-focused subscales, and the Inventory of Statements About Self-Injury (ISAS). Results obtained from Pearson’s correlation analysis revealed that mindfulness was significantly and positively associated with students’ perceived level of coping self-efficacy. Furthermore, students who reported having engaged in NSSI in the last 12 months (i.e., those in the recent NSSI group) reported significantly lower mindfulness and lower coping self-efficacy when compared to students with no NSSI. Interestingly, coping self-efficacy was found to fully mediate the relationship between dispositional mindfulness and NSSI. The present study shows preliminary evidence for the role of coping self-efficacy in explaining the relation between mindfulness and NSSI. Implications for future research and practice regarding mindfulness as a protective factor for NSSI via coping self-efficacy are discussed.