Although a large body of research has found associations between aggressive behavior and non-suicidal self-injury (NSSI), evidence for the directionality, underlying mechanisms, and potential gender differences in their associations remain unclear. To address the gaps, this study investigated the bidirectional relationship between aggressive behavior and NSSI, the mediating role of peer victimization (physical and relational victimization), and gender differences in these associations among a sample of Chinese adolescents. Using a longitudinal design, a total of 1394 Chinese adolescents (Mage = 13.39, SD = 0.59, 43.3% girls) completed surveys across three waves, with intervals of nine and six months, respectively. The results revealed that within the total sample, T1 aggressive behavior positively predicted T2 physical victimization, and T2 physical victimization positively predicted T3 NSSI. T1 NSSI positively predicted T2 relational victimization, and T2 relational victimization positively predicted T3 aggressive behavior. However, the indirect effect of T1 aggressive behavior on T3 NSSI mediated by T2 physical victimization was significant only for boys. The indirect effect of T1 NSSI on T3 aggressive behavior mediated by T2 relational victimization was significant only for girls. These findings highlighted the importance of considering the gender-specific process underlying the relationship between aggressive behavior and NSSI, thus guiding the development of gender-informed prevention and intervention strategies.